-14.9%
SNPS vs NUE
+60.7%
-75.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | -5.5% | -2.3% | -3.2% | -4.8% |
| 30D | -4.5% | -6.1% | +1.6% | -2.9% |
| 3M | -15.5% | +1.7% | -17.1% | -16.3% |
| 6M | -10.1% | +53.1% | -63.1% | -21.5% |
| YTD | -16.3% | +59.0% | -75.3% | -28.3% |
| 1Y | -34.9% | +85.3% | -120.3% | -47.2% |
| All | -14.9% | +60.7% | -75.6% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 NUE 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