-34.6%
SNPS vs NWSA
+5.5%
-40.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.8% | -3.6% | -4.7% |
| 7D | -11.0% | -1.9% | -9.1% | -10.3% |
| 30D | -1.7% | +4.6% | -6.3% | -3.3% |
| 3M | -20.4% | +13.2% | -33.6% | -24.3% |
| 6M | -8.6% | +27.0% | -35.6% | -18.6% |
| YTD | -16.2% | +16.8% | -33.0% | -20.9% |
| 1Y | -34.6% | +4.5% | -39.1% | -24.2% |
| All | -34.6% | +5.5% | -40.1% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling