The Nazi's weren't as smart as often portrayed in the movies. Most of them were really fucking stupid and believed in fairy tales actually.
If it wasn't for some great generals early on in the war (most of whom had nothing to do with the Nazi party) they would've lost way earlier.
Notice how, when the Nazi's take over more decision making from the military after '41 everything quickly unravels.
They didn't move to a full war economy until right before the Allies landed in Normandy. Not wanting to sacrifice their living standards for the troops in the East.
Which meant sending their best troops with no winter clothing into the Russian winter.
Instead of producing one reliable type of tank like the Russians and Americans their 'Panzers' where all specialized vehicles which were hard to repair in the field and broke down easily.
The Nazi's were good at crushing smaller countries weaker than them. But once they had to fight the Russians/US or hell, even the RAF. They couldn't win because of their own stupidity.
Besides, who commits a genocide and documents the whole operation.