+2,245.7%
NKE vs SNPS
+5,418.9%
-3,173.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.0% |
| 7D | -2.3% | -5.5% | +3.1% | -1.3% |
| 30D | -10.4% | -4.5% | -5.9% | -9.9% |
| 3M | -15.5% | -15.5% | 0.0% | -13.2% |
| 6M | -32.6% | -10.1% | -22.6% | -32.0% |
| YTD | -39.8% | -16.3% | -23.5% | -38.7% |
| 1Y | -47.6% | -34.9% | -12.6% | -45.4% |
| 3Y | -59.0% | -14.4% | -44.6% | -60.4% |
| 5Y | -74.9% | +17.9% | -92.8% | -77.4% |
| 10Y | -21.9% | +574.2% | -596.2% | -48.7% |
| All | +2,245.7% | +5,418.9% | -3,173.2% | +918.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling