+4,878.2%
SNPS vs NUE
+8,900.6%
-4,022.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | 0.0% |
| 7D | -5.5% | +1.8% | -7.3% | -6.0% |
| 30D | -5.8% | -6.0% | +0.2% | -4.3% |
| 3M | -17.2% | +1.4% | -18.6% | -18.0% |
| 6M | -10.4% | +52.8% | -63.2% | -20.7% |
| YTD | -16.5% | +58.1% | -74.7% | -27.1% |
| 1Y | -35.6% | +80.4% | -116.1% | -46.0% |
| 3Y | -14.6% | +62.3% | -76.9% | -27.7% |
| 5Y | +16.5% | +146.2% | -129.7% | -14.7% |
| 10Y | +556.6% | +549.5% | +7.1% | +246.4% |
| All | +4,878.2% | +8,900.6% | -4,022.4% | +857.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling