+1,149.5%
SNPS vs NWSA
+102.5%
+1,047.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.7% | -4.3% | -2.7% |
| 7D | +1.1% | +2.2% | -1.1% | +0.2% |
| 30D | -5.2% | -8.8% | +3.6% | -2.3% |
| 3M | +10.6% | -6.5% | +17.0% | +12.6% |
| 6M | -10.6% | +1.5% | -12.1% | -12.5% |
| YTD | -3.1% | +4.0% | -7.1% | -6.4% |
| 1Y | +15.6% | +3.4% | +12.1% | +11.8% |
| 3Y | -12.9% | +34.8% | -47.8% | -23.3% |
| 5Y | +31.2% | +18.4% | +12.8% | +18.7% |
| 10Y | +663.4% | +149.2% | +514.2% | +403.4% |
| All | +1,149.5% | +102.5% | +1,047.0% | +775.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling