+38.7%
NKE vs SFM
+117.5%
-78.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.5% | +5.7% | +0.1% |
| 7D | -0.1% | -5.8% | +5.8% | +0.7% |
| 30D | -7.7% | -11.4% | +3.7% | -6.3% |
| 3M | -10.9% | -12.2% | +1.3% | -9.7% |
| 6M | -31.9% | -5.2% | -26.7% | -31.9% |
| YTD | -38.6% | -4.5% | -34.1% | -38.8% |
| 1Y | -46.9% | -45.4% | -1.5% | -43.2% |
| 3Y | -58.2% | +91.1% | -149.3% | -63.5% |
| 5Y | -74.0% | +226.8% | -300.8% | -79.4% |
| 10Y | -21.6% | +291.9% | -313.5% | -41.6% |
| All | +38.7% | +117.5% | -78.8% | +13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling