-24.0%
NKE vs SFM
+271.4%
-295.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | -4.2% | -10.6% | +6.4% | -2.8% |
| 30D | -8.2% | -15.5% | +7.3% | -6.3% |
| 3M | -19.1% | -17.4% | -1.7% | -17.3% |
| 6M | -32.6% | -3.4% | -29.2% | -32.8% |
| YTD | -40.7% | -8.7% | -32.0% | -40.5% |
| 1Y | -48.9% | -47.2% | -1.7% | -45.0% |
| 3Y | -59.2% | +82.7% | -142.0% | -64.4% |
| 5Y | -75.3% | +214.3% | -289.6% | -80.5% |
| All | -24.0% | +271.4% | -295.4% | -44.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling