+1,162.6%
SNPS vs NWSA
+99.8%
+1,062.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | -0.6% | -9.7% | +9.0% | +3.1% |
| 30D | -9.8% | -8.6% | -1.2% | -7.1% |
| 3M | +11.7% | -6.3% | +18.0% | +13.7% |
| 6M | -10.9% | -1.2% | -9.8% | -11.9% |
| YTD | -2.1% | +2.6% | -4.7% | -4.9% |
| 1Y | +14.8% | 0.0% | +14.7% | +12.6% |
| 3Y | -11.3% | +30.1% | -41.4% | -20.8% |
| 5Y | +36.2% | +18.3% | +17.9% | +23.4% |
| 10Y | +684.5% | +149.3% | +535.2% | +418.1% |
| All | +1,162.6% | +99.8% | +1,062.8% | +789.7% |
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