-24.0%
NKE vs SAN
+357.1%
-381.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | -0.2% |
| 7D | -4.2% | +0.2% | -4.4% | -4.2% |
| 30D | -8.2% | +0.9% | -9.1% | -8.5% |
| 3M | -19.1% | +19.1% | -38.2% | -23.4% |
| 6M | -32.6% | +33.2% | -65.8% | -38.6% |
| YTD | -40.7% | +29.1% | -69.8% | -45.7% |
| 1Y | -48.9% | +50.2% | -99.1% | -55.3% |
| 3Y | -59.2% | +351.0% | -410.3% | -75.0% |
| 5Y | -75.3% | +394.7% | -470.0% | -85.8% |
| All | -24.0% | +357.1% | -381.1% | -57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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