-47.4%
NKE vs SITM
+174.8%
-222.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.5% | -7.5% | -0.8% |
| 7D | -2.0% | +9.7% | -11.7% | -1.8% |
| 30D | -8.6% | +12.7% | -21.3% | -8.5% |
| 3M | -11.0% | -13.4% | +2.4% | -10.8% |
| 6M | -33.2% | +59.6% | -92.8% | -34.6% |
| YTD | -38.1% | +73.3% | -111.4% | -39.2% |
| 1Y | -47.4% | +165.5% | -212.9% | -47.3% |
| All | -47.4% | +174.8% | -222.1% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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