-31.7%
NKE vs SNOW
+7.5%
-39.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.5% | +6.7% | +5.3% |
| 7D | +9.0% | -14.5% | +23.5% | +9.9% |
| 30D | +19.2% | -14.3% | +33.5% | +20.1% |
| 3M | -1.5% | -8.3% | +6.8% | -1.3% |
| 6M | -4.2% | +101.5% | -105.7% | -8.3% |
| YTD | -34.8% | +32.5% | -67.2% | -38.7% |
| 1Y | -31.7% | +9.5% | -41.2% | -36.0% |
| All | -31.7% | +7.5% | -39.2% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNOW.
Daily Out/Under-Performance
Portfolio return minus SNOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNOW 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 SNOW 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 · 6 months rolling