-24.0%
NKE vs SCCO
+1,104.1%
-1,128.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -4.2% | -2.7% | -1.5% | -3.6% |
| 30D | -8.2% | -0.7% | -7.5% | -8.4% |
| 3M | -19.1% | +8.1% | -27.2% | -21.8% |
| 6M | -32.6% | +4.1% | -36.7% | -35.0% |
| YTD | -40.7% | +41.1% | -81.8% | -49.0% |
| 1Y | -48.9% | +95.6% | -144.4% | -60.8% |
| 3Y | -59.2% | +179.3% | -238.5% | -73.5% |
| 5Y | -75.3% | +308.3% | -383.6% | -86.5% |
| All | -24.0% | +1,104.1% | -1,128.1% | -68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 10y: compounded portfolio wealth divided by compounded SCCO 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…
10y analysis · Full analysis span regression · 6 months rolling