+1,614.4%
NKE vs SAP
+2,448.5%
-834.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.3% | +0.5% |
| 7D | -1.6% | +0.6% | -2.2% | -1.7% |
| 30D | +7.6% | +6.5% | +1.1% | +6.1% |
| 3M | -6.9% | +12.2% | -19.1% | -9.4% |
| 6M | -8.5% | +46.1% | -54.6% | -16.7% |
| YTD | -38.8% | -1.6% | -37.2% | -39.4% |
| 1Y | -40.6% | -5.1% | -35.5% | -40.6% |
| 3Y | -60.9% | +68.4% | -129.3% | -66.2% |
| 5Y | -75.4% | +79.4% | -154.8% | -79.1% |
| 10Y | -13.5% | +230.5% | -243.9% | -36.4% |
| All | +1,614.4% | +2,448.5% | -834.1% | +717.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling