-24.0%
NKE vs SIRI
-10.2%
-13.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.3% |
| 7D | -4.2% | +0.6% | -4.7% | -4.3% |
| 30D | -8.2% | +2.5% | -10.7% | -8.8% |
| 3M | -19.1% | +6.6% | -25.7% | -20.3% |
| 6M | -32.6% | +32.9% | -65.5% | -36.8% |
| YTD | -40.7% | +50.5% | -91.2% | -46.0% |
| 1Y | -48.9% | +28.0% | -76.8% | -51.9% |
| 3Y | -59.2% | -22.4% | -36.8% | -59.4% |
| 5Y | -75.3% | -41.3% | -34.1% | -74.8% |
| All | -24.0% | -10.2% | -13.8% | -31.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling