-59.4%
NKE vs SNOW
+98.3%
-157.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -1.9% |
| 7D | -5.5% | -7.5% | +2.0% | -4.7% |
| 30D | -10.4% | -1.3% | -9.1% | -10.5% |
| 3M | -15.8% | +37.4% | -53.3% | -19.2% |
| 6M | -33.4% | +88.1% | -121.5% | -39.1% |
| YTD | -41.0% | +50.3% | -91.3% | -44.7% |
| 1Y | -49.1% | +46.0% | -95.0% | -52.2% |
| All | -59.4% | +98.3% | -157.7% | -64.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling