-47.4%
NKE vs SAP
-19.8%
-27.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | -2.0% | -2.9% | +0.9% | -1.4% |
| 30D | -8.6% | +9.0% | -17.6% | -10.2% |
| 3M | -11.0% | +14.9% | -26.0% | -14.3% |
| 6M | -33.2% | +11.9% | -45.1% | -35.4% |
| YTD | -38.1% | -9.9% | -28.2% | -37.4% |
| 1Y | -47.4% | -19.5% | -27.8% | -44.0% |
| All | -47.4% | -19.8% | -27.6% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 1y: compounded portfolio wealth divided by compounded SAP 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…
1y analysis · Full analysis span regression · 6 months rolling