-75.5%
NKE vs SBAC
-45.4%
-30.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.9% | -1.3% |
| 7D | -5.5% | -5.3% | -0.3% | -4.4% |
| 30D | -10.4% | +0.4% | -10.8% | -10.5% |
| 3M | -15.8% | -11.9% | -3.9% | -13.6% |
| 6M | -33.4% | -4.5% | -28.9% | -33.3% |
| YTD | -41.0% | -4.3% | -36.7% | -41.1% |
| 1Y | -49.1% | -3.9% | -45.2% | -49.3% |
| 3Y | -59.8% | -11.0% | -48.8% | -60.3% |
| 5Y | -75.5% | -44.1% | -31.4% | -70.7% |
| All | -75.5% | -45.4% | -30.1% | -70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 5y: compounded portfolio wealth divided by compounded SBAC 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…
5y analysis · Full analysis span regression · 6 months rolling