+375.0%
NKE vs SIMO
+3,332.4%
-2,957.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +8.7% | -9.7% | -2.1% |
| 7D | -2.0% | +4.2% | -6.2% | -2.6% |
| 30D | -8.6% | +4.1% | -12.7% | -9.6% |
| 3M | -11.0% | -12.9% | +1.8% | -11.3% |
| 6M | -33.2% | +110.3% | -143.6% | -42.7% |
| YTD | -38.1% | +178.6% | -216.7% | -49.6% |
| 1Y | -47.4% | +220.0% | -267.4% | -58.2% |
| 3Y | -59.8% | +409.0% | -468.8% | -70.6% |
| 5Y | -74.2% | +277.3% | -351.5% | -80.8% |
| 10Y | -23.5% | +506.6% | -530.1% | -48.9% |
| All | +375.0% | +3,332.4% | -2,957.4% | +97.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling