-75.5%
NKE vs SFM
+212.1%
-287.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.7% | -1.8% |
| 7D | -5.5% | -8.8% | +3.2% | -4.5% |
| 30D | -10.4% | -14.5% | +4.0% | -8.7% |
| 3M | -15.8% | -16.8% | +1.0% | -14.0% |
| 6M | -33.4% | -5.3% | -28.1% | -33.4% |
| YTD | -41.0% | -9.4% | -31.6% | -40.7% |
| 1Y | -49.1% | -46.2% | -2.9% | -45.1% |
| 3Y | -59.8% | +81.3% | -141.1% | -66.4% |
| 5Y | -75.5% | +211.9% | -287.3% | -81.9% |
| All | -75.5% | +212.1% | -287.6% | -81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling