+5,900.4%
NKE vs SAN
+2,120.9%
+3,779.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | -0.1% |
| 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% | -23.0% |
| 6M | -32.6% | +33.2% | -65.8% | -38.0% |
| YTD | -40.7% | +29.1% | -69.8% | -45.2% |
| 1Y | -48.9% | +50.2% | -99.1% | -54.7% |
| 3Y | -59.2% | +351.0% | -410.3% | -73.6% |
| 5Y | -75.3% | +394.7% | -470.0% | -84.7% |
| 10Y | -23.1% | +345.3% | -368.4% | -54.0% |
| All | +5,900.4% | +2,120.9% | +3,779.5% | +1,973.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling