-26.9%
NKE vs SNAP
-76.3%
+49.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | +0.1% |
| 7D | -4.2% | +3.8% | -8.0% | -4.6% |
| 30D | -8.2% | +9.2% | -17.4% | -9.3% |
| 3M | -19.1% | +6.6% | -25.6% | -20.2% |
| 6M | -32.6% | +16.9% | -49.5% | -34.7% |
| YTD | -40.7% | -29.6% | -11.1% | -39.0% |
| 1Y | -48.9% | -22.1% | -26.8% | -48.3% |
| 3Y | -59.2% | -39.8% | -19.4% | -59.4% |
| 5Y | -75.3% | -92.4% | +17.0% | -71.9% |
| All | -26.9% | -76.3% | +49.5% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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