-47.4%
NKE vs BTSG
+152.4%
-199.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.2% | -0.8% |
| 7D | -2.0% | +2.7% | -4.7% | -2.3% |
| 30D | -8.6% | -3.6% | -4.9% | -8.2% |
| 3M | -11.0% | +5.8% | -16.8% | -13.0% |
| 6M | -33.2% | +44.7% | -78.0% | -38.5% |
| YTD | -38.1% | +62.2% | -100.3% | -44.0% |
| 1Y | -47.4% | +152.1% | -199.5% | -57.1% |
| All | -47.4% | +152.4% | -199.8% | -57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 1y: compounded portfolio wealth divided by compounded BTSG 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…
1y analysis · Full analysis span regression · 6 months rolling