-75.5%
NKE vs SNPS
+18.4%
-93.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.2% |
| 7D | -5.5% | -4.6% | -0.9% | -4.6% |
| 30D | -10.4% | -3.3% | -7.1% | -10.2% |
| 3M | -15.8% | -13.8% | -2.1% | -13.5% |
| 6M | -33.4% | -8.2% | -25.2% | -33.2% |
| YTD | -41.0% | -15.4% | -25.6% | -39.9% |
| 1Y | -49.1% | +2.4% | -51.5% | -51.3% |
| 3Y | -59.8% | -13.5% | -46.3% | -64.6% |
| 5Y | -75.5% | +19.5% | -94.9% | -82.6% |
| All | -75.5% | +18.4% | -93.8% | -82.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling