-75.5%
NKE vs SAN
+379.7%
-455.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.6% | -1.9% |
| 7D | -5.5% | -2.8% | -2.8% | -4.7% |
| 30D | -10.4% | -0.5% | -9.9% | -10.3% |
| 3M | -15.8% | +22.7% | -38.5% | -21.1% |
| 6M | -33.4% | +28.8% | -62.2% | -38.9% |
| YTD | -41.0% | +26.3% | -67.3% | -45.7% |
| 1Y | -49.1% | +48.8% | -97.9% | -55.6% |
| 3Y | -59.8% | +347.2% | -407.0% | -76.0% |
| 5Y | -75.5% | +383.8% | -459.2% | -86.9% |
| All | -75.5% | +379.7% | -455.2% | -86.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling