-47.4%
NKE vs S
+10.1%
-57.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.0% |
| 7D | -2.0% | -7.7% | +5.7% | -1.4% |
| 30D | -8.6% | -5.3% | -3.2% | -8.3% |
| 3M | -11.0% | +20.3% | -31.3% | -12.6% |
| 6M | -33.2% | +47.4% | -80.6% | -35.5% |
| YTD | -38.1% | +32.5% | -70.7% | -40.3% |
| 1Y | -47.4% | +9.5% | -56.9% | -48.8% |
| All | -47.4% | +10.1% | -57.5% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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