-16.2%
NKE vs SNDQ
-95.1%
+78.8%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SNDQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.8% | -6.3% | +0.3% |
| 7D | -4.2% | +11.6% | -15.8% | -4.4% |
| 30D | -8.2% | -45.1% | +36.9% | -7.4% |
| 3M | -19.1% | -68.6% | +49.5% | -19.0% |
| All | -16.2% | -95.1% | +78.8% | -14.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling