+1,632.9%
NKE vs SAP
+2,233.8%
-600.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.7% |
| 7D | -2.0% | -2.9% | +0.9% | -1.3% |
| 30D | -8.6% | +9.0% | -17.6% | -10.4% |
| 3M | -11.0% | +14.9% | -26.0% | -14.2% |
| 6M | -33.2% | +11.9% | -45.1% | -35.5% |
| YTD | -38.1% | -9.9% | -28.2% | -37.5% |
| 1Y | -47.4% | -19.5% | -27.8% | -45.4% |
| 3Y | -59.8% | +61.8% | -121.6% | -64.9% |
| 5Y | -74.2% | +56.2% | -130.4% | -77.4% |
| 10Y | -23.5% | +180.6% | -204.1% | -41.8% |
| All | +1,632.9% | +2,233.8% | -600.9% | +742.8% |
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