-23.7%
NKE vs SNAP
-77.2%
+53.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.1% | -0.5% |
| 7D | -2.0% | +0.7% | -2.7% | -2.1% |
| 30D | -8.6% | +2.6% | -11.2% | -9.0% |
| 3M | -11.0% | -9.9% | -1.1% | -10.5% |
| 6M | -33.2% | +1.9% | -35.1% | -34.1% |
| YTD | -38.1% | -32.2% | -5.9% | -36.1% |
| 1Y | -47.4% | -22.8% | -24.5% | -46.7% |
| 3Y | -59.8% | -47.6% | -12.2% | -59.3% |
| 5Y | -74.2% | -92.7% | +18.5% | -70.5% |
| All | -23.7% | -77.2% | +53.5% | -32.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling