+502.6%
NEM vs SNPS
+5,427.6%
-4,925.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.4% | +3.6% | -1.5% |
| 7D | +0.3% | -11.0% | +11.3% | +1.0% |
| 30D | +23.1% | -1.7% | +24.8% | +23.2% |
| 3M | +18.5% | -20.4% | +38.8% | +20.0% |
| 6M | +7.8% | -8.6% | +16.4% | +8.2% |
| YTD | +29.1% | -16.2% | +45.3% | +30.2% |
| 1Y | +72.7% | -34.6% | +107.2% | +75.3% |
| 3Y | +248.7% | -14.5% | +263.2% | +246.0% |
| 5Y | +148.7% | +17.0% | +131.7% | +140.8% |
| 10Y | +304.8% | +560.0% | -255.3% | +258.6% |
| All | +502.6% | +5,427.6% | -4,925.0% | +386.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling