-59.4%
NKE vs SAP
+53.9%
-113.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.4% | -1.6% |
| 7D | -5.5% | -5.1% | -0.4% | -4.3% |
| 30D | -10.4% | -1.8% | -8.7% | -10.0% |
| 3M | -15.8% | +20.9% | -36.7% | -20.0% |
| 6M | -33.4% | +7.0% | -40.4% | -35.0% |
| YTD | -41.0% | -13.7% | -27.3% | -39.4% |
| 1Y | -49.1% | -19.6% | -29.5% | -46.5% |
| All | -59.4% | +53.9% | -113.3% | -62.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling