+19.5%
SNPS vs NUE
+142.4%
-123.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +2.0% | +1.3% |
| 7D | -4.6% | -2.7% | -1.9% | -3.8% |
| 30D | -3.3% | -6.1% | +2.7% | -1.7% |
| 3M | -13.8% | +2.2% | -16.0% | -14.8% |
| 6M | -8.2% | +50.8% | -59.0% | -19.4% |
| YTD | -15.4% | +57.5% | -73.0% | -27.1% |
| 1Y | +2.4% | +82.5% | -80.0% | -15.9% |
| 3Y | -13.5% | +61.7% | -75.2% | -28.7% |
| 5Y | +19.5% | +145.1% | -125.7% | -15.5% |
| All | +19.5% | +142.4% | -123.0% | -15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling