-24.0%
NKE vs SNPS
+585.4%
-609.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -4.2% | +0.9% | -5.1% | -4.4% |
| 30D | -8.2% | -3.6% | -4.6% | -7.8% |
| 3M | -19.1% | -12.9% | -6.2% | -16.5% |
| 6M | -32.6% | -8.2% | -24.4% | -32.3% |
| YTD | -40.7% | -15.4% | -25.3% | -39.3% |
| 1Y | -48.9% | -9.3% | -39.6% | -49.5% |
| 3Y | -59.2% | -14.0% | -45.3% | -63.7% |
| 5Y | -75.3% | +19.5% | -94.9% | -81.8% |
| All | -24.0% | +585.4% | -609.4% | -73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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