-15.6%
NKE vs SNDQ
-94.6%
+78.9%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNDQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.1% | -9.4% | +0.4% |
| 7D | -3.5% | +22.9% | -26.4% | -4.0% |
| 30D | -8.1% | -2.4% | -5.6% | -8.2% |
| 3M | -16.7% | -61.2% | +44.5% | -16.6% |
| All | -15.6% | -94.6% | +78.9% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNDQ.
Daily Out/Under-Performance
Portfolio return minus SNDQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNDQ 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 1y: compounded portfolio wealth divided by compounded SNDQ 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…
1y analysis · Full analysis span regression · Available span rolling