-73.9%
NKE vs S
-57.1%
-16.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | -4.2% | -0.7% | -3.5% | -4.1% |
| 30D | -8.2% | -11.4% | +3.2% | -6.8% |
| 3M | -19.1% | +33.8% | -52.9% | -23.0% |
| 6M | -32.6% | +39.5% | -72.1% | -36.7% |
| YTD | -40.7% | +31.7% | -72.4% | -44.0% |
| 1Y | -48.9% | +7.0% | -55.8% | -50.3% |
| 3Y | -59.2% | +11.8% | -71.0% | -62.1% |
| 5Y | -75.3% | -69.0% | -6.3% | -75.2% |
| All | -73.9% | -57.1% | -16.8% | -73.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling