+565.5%
SNPS vs NWSA
+150.8%
+414.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | -5.5% | -3.1% | -2.4% | -4.2% |
| 30D | -4.5% | +4.3% | -8.8% | -6.1% |
| 3M | -15.5% | +9.2% | -24.7% | -19.0% |
| 6M | -10.1% | +21.6% | -31.6% | -17.8% |
| YTD | -16.3% | +14.2% | -30.5% | -21.6% |
| 1Y | -34.9% | +1.8% | -36.7% | -35.8% |
| 3Y | -14.4% | +44.4% | -58.8% | -26.6% |
| 5Y | +17.9% | +41.0% | -23.1% | 0.0% |
| All | +565.5% | +150.8% | +414.7% | +344.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling