-33.4%
NKE vs SHAK
-34.4%
+1.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.7% |
| 7D | -5.5% | -11.0% | +5.4% | -4.3% |
| 30D | -10.4% | -14.0% | +3.6% | -9.0% |
| 3M | -15.8% | +13.3% | -29.1% | -16.7% |
| 6M | -33.4% | -35.3% | +1.9% | -34.1% |
| All | -33.4% | -34.4% | +1.0% | -34.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling