-14.6%
SNPS vs NXT
+100.2%
-114.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.6% |
| 7D | -5.5% | +2.9% | -8.4% | -5.8% |
| 30D | -5.8% | -17.2% | +11.5% | -4.1% |
| 3M | -17.2% | -32.0% | +14.8% | -14.6% |
| 6M | -10.4% | -15.8% | +5.4% | -10.0% |
| YTD | -16.5% | -1.9% | -14.6% | -17.5% |
| 1Y | -35.6% | +22.5% | -58.1% | -38.0% |
| 3Y | -14.6% | +100.5% | -115.2% | -24.7% |
| All | -14.6% | +100.2% | -114.8% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 3y: compounded portfolio wealth divided by compounded NXT 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…
3y analysis · Full analysis span regression · 6 months rolling