-59.4%
NKE vs SFM
+80.7%
-140.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.7% | -1.9% |
| 7D | -5.5% | -8.8% | +3.2% | -4.9% |
| 30D | -10.4% | -14.5% | +4.0% | -9.5% |
| 3M | -15.8% | -16.8% | +1.0% | -14.8% |
| 6M | -33.4% | -5.3% | -28.1% | -33.3% |
| YTD | -41.0% | -9.4% | -31.6% | -40.8% |
| 1Y | -49.1% | -46.2% | -2.9% | -46.8% |
| All | -59.4% | +80.7% | -140.1% | -61.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling