+45.2%
NU vs SNAP
-89.9%
+135.1%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | +0.1% | -1.5% |
| 7D | -2.6% | -5.0% | +2.4% | -1.2% |
| 30D | +8.2% | -0.7% | +9.0% | +8.2% |
| 3M | +26.3% | -5.0% | +31.3% | +26.2% |
| 6M | +2.2% | +3.5% | -1.3% | -1.3% |
| YTD | -10.4% | -34.2% | +23.8% | -2.5% |
| 1Y | -3.0% | -27.1% | +24.1% | +1.4% |
| 3Y | +120.3% | -43.5% | +163.7% | +114.8% |
| All | +45.2% | -89.9% | +135.1% | +182.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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