-74.7%
NKE vs SGI
+47.3%
-122.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.1% |
| 7D | -4.2% | -4.5% | +0.3% | -2.4% |
| 30D | -8.2% | +4.2% | -12.4% | -9.7% |
| 3M | -19.1% | -7.4% | -11.6% | -17.1% |
| 6M | -32.6% | -15.1% | -17.6% | -29.4% |
| YTD | -40.7% | -24.7% | -16.0% | -35.0% |
| 1Y | -48.9% | -21.8% | -27.1% | -45.2% |
| 3Y | -59.2% | +50.0% | -109.3% | -67.3% |
| All | -74.7% | +47.3% | -122.0% | -81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling