+153.4%
NEM vs SNPS
+16.7%
+136.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | +3.9% | -5.5% | +9.3% | +4.4% |
| 30D | +12.7% | -5.8% | +18.5% | +13.3% |
| 3M | +28.7% | -17.2% | +45.9% | +30.9% |
| 6M | +9.8% | -10.4% | +20.1% | +10.9% |
| YTD | +28.1% | -16.5% | +44.6% | +30.0% |
| 1Y | +69.3% | -35.6% | +105.0% | +73.3% |
| 3Y | +247.7% | -14.6% | +262.3% | +238.1% |
| 5Y | +153.4% | +16.5% | +136.9% | +124.5% |
| All | +153.4% | +16.7% | +136.6% | +124.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling