-31.7%
NKE vs SIRI
+59.9%
-91.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +8.4% | -3.2% | +3.3% |
| 7D | +9.0% | +22.3% | -13.3% | +4.3% |
| 30D | +19.2% | +26.9% | -7.7% | +13.3% |
| 3M | -1.5% | +9.6% | -11.1% | -3.8% |
| 6M | -4.2% | +27.2% | -31.4% | -8.8% |
| YTD | -34.8% | +72.4% | -107.2% | -42.7% |
| 1Y | -31.7% | +59.9% | -91.6% | -37.6% |
| All | -31.7% | +59.9% | -91.5% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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