+250.5%
NEM vs SNPS
-14.5%
+264.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +3.1% | -5.5% | +8.5% | +3.7% |
| 30D | +10.0% | -4.5% | +14.5% | +10.5% |
| 3M | +30.9% | -15.5% | +46.4% | +32.9% |
| 6M | +10.5% | -10.1% | +20.6% | +11.8% |
| YTD | +29.7% | -16.3% | +46.0% | +31.8% |
| 1Y | +71.1% | -34.9% | +106.1% | +74.5% |
| All | +250.5% | -14.5% | +264.9% | +229.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SNPS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling