-24.4%
NKE vs SAP
+175.6%
-200.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.4% | -1.4% |
| 7D | -5.5% | -5.1% | -0.4% | -3.6% |
| 30D | -10.4% | -1.8% | -8.7% | -9.9% |
| 3M | -15.8% | +20.9% | -36.7% | -22.4% |
| 6M | -33.4% | +7.0% | -40.4% | -36.1% |
| YTD | -41.0% | -13.7% | -27.3% | -38.8% |
| 1Y | -49.1% | -19.6% | -29.5% | -45.5% |
| 3Y | -59.8% | +52.4% | -112.2% | -68.5% |
| 5Y | -75.5% | +54.4% | -129.9% | -81.6% |
| All | -24.4% | +175.6% | -200.0% | -58.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling