+1,144.1%
NKE vs SCCO
+33,197.0%
-32,052.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.2% | +5.3% | -0.4% |
| 7D | -5.5% | -2.7% | -2.8% | -5.1% |
| 30D | -10.4% | -0.2% | -10.3% | -10.7% |
| 3M | -15.8% | +17.8% | -33.6% | -19.5% |
| 6M | -33.4% | +2.3% | -35.7% | -34.9% |
| YTD | -41.0% | +41.6% | -82.6% | -47.0% |
| 1Y | -49.1% | +101.9% | -150.9% | -57.9% |
| 3Y | -59.8% | +186.2% | -246.0% | -69.9% |
| 5Y | -75.5% | +309.7% | -385.1% | -83.3% |
| 10Y | -23.5% | +1,094.2% | -1,117.7% | -59.5% |
| All | +1,144.1% | +33,197.0% | -32,052.9% | +313.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling