-59.2%
NKE vs SAN
+352.3%
-411.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | 0.0% |
| 7D | -4.2% | +0.2% | -4.4% | -4.2% |
| 30D | -8.2% | +0.9% | -9.1% | -8.4% |
| 3M | -19.1% | +19.1% | -38.2% | -22.6% |
| 6M | -32.6% | +33.2% | -65.8% | -37.5% |
| YTD | -40.7% | +29.1% | -69.8% | -44.8% |
| 1Y | -48.9% | +50.2% | -99.1% | -54.2% |
| 3Y | -59.2% | +351.0% | -410.3% | -70.0% |
| All | -59.2% | +352.3% | -411.5% | -70.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling