-52.7%
SNXX vs NKE
-16.5%
-36.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.5% | -7.6% | -5.6% |
| 7D | -12.0% | -4.2% | -7.9% | -23.0% |
| 30D | +37.9% | -8.2% | +46.1% | +7.9% |
| 3M | -52.7% | -19.1% | -33.6% | -69.4% |
| All | -52.7% | -16.5% | -36.2% | -69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NKE.
Daily Out/Under-Performance
Portfolio return minus NKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NKE 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 3mo: compounded portfolio wealth divided by compounded NKE 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…
3mo analysis · Full analysis span regression · Available span rolling