+516.1%
NKE vs SGI
+2,073.9%
-1,557.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.7% |
| 7D | -0.1% | +9.3% | -9.3% | -2.1% |
| 30D | -7.7% | +6.9% | -14.5% | -9.1% |
| 3M | -10.9% | +2.8% | -13.8% | -11.7% |
| 6M | -31.9% | -12.6% | -19.3% | -30.3% |
| YTD | -38.6% | -21.5% | -17.1% | -35.8% |
| 1Y | -46.9% | -18.8% | -28.2% | -45.1% |
| 3Y | -58.2% | +60.8% | -119.0% | -63.1% |
| 5Y | -74.0% | +60.0% | -134.0% | -77.5% |
| 10Y | -21.6% | +267.8% | -289.4% | -48.2% |
| All | +516.1% | +2,073.9% | -1,557.8% | +117.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling