-24.5%
NKE vs SNAP
-78.1%
+53.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | -1.6% | +6.0% | -7.6% | -2.3% |
| 30D | +7.6% | -13.8% | +21.4% | +9.4% |
| 3M | -6.9% | -0.8% | -6.1% | -7.2% |
| 6M | -8.5% | -6.2% | -2.3% | -8.7% |
| YTD | -38.8% | -34.8% | -4.0% | -36.7% |
| 1Y | -40.6% | -38.7% | -1.9% | -38.1% |
| 3Y | -60.9% | -53.5% | -7.5% | -59.9% |
| 5Y | -75.4% | -90.2% | +14.8% | -72.5% |
| All | -24.5% | -78.1% | +53.6% | -33.5% |
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