-31.7%
NKE vs SFM
-35.8%
+4.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.6% | +1.6% | +5.1% |
| 7D | +9.0% | -12.3% | +21.2% | +9.2% |
| 30D | +19.2% | -16.2% | +35.4% | +20.0% |
| 3M | -1.5% | -36.8% | +35.3% | +0.9% |
| 6M | -4.2% | -32.6% | +28.4% | -2.2% |
| YTD | -34.8% | -31.7% | -3.0% | -33.5% |
| 1Y | -31.7% | -35.0% | +3.3% | -29.8% |
| All | -31.7% | -35.8% | +4.1% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling