+432.3%
NEM vs SNPS
+6,288.8%
-5,856.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.1% | +0.5% |
| 7D | -6.4% | +1.1% | -7.5% | -6.5% |
| 30D | +1.4% | -5.2% | +6.6% | +1.7% |
| 3M | -0.7% | +10.6% | -11.3% | -1.5% |
| 6M | -4.5% | -10.6% | +6.1% | -4.0% |
| YTD | +14.0% | -3.1% | +17.1% | +13.9% |
| 1Y | +27.3% | +15.6% | +11.7% | +25.8% |
| 3Y | +250.5% | -12.9% | +263.4% | +246.8% |
| 5Y | +121.1% | +31.2% | +89.9% | +112.4% |
| 10Y | +358.3% | +663.4% | -305.1% | +302.0% |
| All | +432.3% | +6,288.8% | -5,856.5% | +325.4% |
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