-24.0%
NKE vs SHAK
+87.2%
-111.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.7% | -0.2% |
| 7D | -4.2% | -8.3% | +4.1% | -2.5% |
| 30D | -8.2% | -12.6% | +4.4% | -5.7% |
| 3M | -19.1% | +9.1% | -28.2% | -20.9% |
| 6M | -32.6% | -31.2% | -1.4% | -29.0% |
| YTD | -40.7% | -21.6% | -19.1% | -39.4% |
| 1Y | -48.9% | -38.8% | -10.1% | -45.1% |
| 3Y | -59.2% | +0.6% | -59.9% | -62.3% |
| 5Y | -75.3% | -22.5% | -52.8% | -77.1% |
| All | -24.0% | +87.2% | -111.2% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 10y: compounded portfolio wealth divided by compounded SHAK 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…
10y analysis · Full analysis span regression · 6 months rolling