-60.9%
NKE vs SIMO
+221.6%
-282.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.6% | +6.2% | +0.8% |
| 7D | -1.6% | +4.1% | -5.7% | -1.7% |
| 30D | +7.6% | -24.0% | +31.6% | +8.3% |
| 3M | -6.9% | -31.8% | +24.9% | -6.3% |
| 6M | -8.5% | -36.9% | +28.4% | -8.6% |
| YTD | -38.8% | +84.8% | -123.6% | -49.9% |
| 1Y | -40.6% | +99.0% | -139.6% | -52.4% |
| 3Y | -60.9% | +217.9% | -278.9% | -72.8% |
| All | -60.9% | +221.6% | -282.5% | -72.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling