-65.7%
NKE vs SNOW
+34.3%
-100.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -4.2% | -2.4% | -1.7% | -3.8% |
| 30D | -8.2% | -1.0% | -7.2% | -8.3% |
| 3M | -19.1% | +36.9% | -55.9% | -23.2% |
| 6M | -32.6% | +83.4% | -116.0% | -39.9% |
| YTD | -40.7% | +50.0% | -90.7% | -45.6% |
| 1Y | -48.9% | +46.5% | -95.4% | -53.2% |
| 3Y | -59.2% | +93.3% | -152.6% | -65.7% |
| 5Y | -75.3% | +3.3% | -78.6% | -79.2% |
| All | -65.7% | +34.3% | -100.0% | -71.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling