-49.1%
NKE vs SIMO
+220.5%
-269.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.5% | +2.5% | -2.1% |
| 7D | -5.5% | +12.5% | -18.1% | -5.1% |
| 30D | -10.4% | +18.4% | -28.8% | -9.8% |
| 3M | -15.8% | +5.6% | -21.4% | -15.6% |
| 6M | -33.4% | +116.9% | -150.3% | -34.4% |
| YTD | -41.0% | +188.4% | -229.4% | -44.4% |
| 1Y | -49.1% | +221.3% | -270.3% | -54.4% |
| All | -49.1% | +220.5% | -269.5% | -54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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