-48.9%
NKE vs SGI
-21.0%
-27.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.2% |
| 7D | -4.2% | -4.5% | +0.3% | -3.0% |
| 30D | -8.2% | +4.2% | -12.4% | -9.2% |
| 3M | -19.1% | -7.4% | -11.6% | -17.8% |
| 6M | -32.6% | -15.1% | -17.6% | -31.0% |
| YTD | -40.7% | -24.7% | -16.0% | -37.8% |
| 1Y | -48.9% | -21.8% | -27.1% | -46.4% |
| All | -48.9% | -21.0% | -27.9% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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