+651.8%
NKE vs SBAC
+2,199.0%
-1,547.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -0.1% | -0.1% | 0.0% | 0.0% |
| 30D | -7.7% | +3.2% | -10.9% | -8.0% |
| 3M | -10.9% | -5.1% | -5.9% | -10.5% |
| 6M | -31.9% | -2.1% | -29.8% | -32.0% |
| YTD | -38.6% | -0.5% | -38.1% | -38.9% |
| 1Y | -46.9% | +1.1% | -48.1% | -47.3% |
| 3Y | -58.2% | -7.4% | -50.7% | -58.4% |
| 5Y | -74.0% | -44.3% | -29.7% | -72.7% |
| 10Y | -21.6% | +77.6% | -99.1% | -27.3% |
| All | +651.8% | +2,199.0% | -1,547.2% | +421.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling