-59.2%
NKE vs SCCO
+177.0%
-236.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | -4.2% | -2.7% | -1.5% | -3.8% |
| 30D | -8.2% | -0.7% | -7.5% | -8.3% |
| 3M | -19.1% | +8.1% | -27.2% | -20.4% |
| 6M | -32.6% | +4.1% | -36.7% | -33.8% |
| YTD | -40.7% | +41.1% | -81.8% | -46.3% |
| 1Y | -48.9% | +95.6% | -144.4% | -57.3% |
| 3Y | -59.2% | +179.3% | -238.5% | -69.0% |
| All | -59.2% | +177.0% | -236.3% | -69.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling