-32.6%
NKE vs SNOW
+88.5%
-121.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.9% |
| 7D | -2.3% | +8.4% | -10.7% | -3.0% |
| 30D | -10.4% | -1.0% | -9.4% | -10.4% |
| 3M | -15.5% | +38.3% | -53.8% | -17.7% |
| 6M | -32.6% | +81.3% | -113.9% | -42.6% |
| All | -32.6% | +88.5% | -121.1% | -42.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling