+634.3%
NKE vs SNY
+241.9%
+392.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | -4.2% | -3.3% | -0.8% | -3.0% |
| 30D | -8.2% | -2.2% | -6.0% | -7.5% |
| 3M | -19.1% | -3.0% | -16.0% | -18.3% |
| 6M | -32.6% | +2.7% | -35.4% | -33.4% |
| YTD | -40.7% | -6.8% | -33.9% | -39.4% |
| 1Y | -48.9% | -5.3% | -43.6% | -48.1% |
| 3Y | -59.2% | -9.8% | -49.5% | -59.0% |
| 5Y | -75.3% | +9.7% | -85.0% | -77.3% |
| 10Y | -23.1% | +64.5% | -87.6% | -40.7% |
| All | +634.3% | +241.9% | +392.4% | +271.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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