-59.2%
NKE vs SITM
+452.7%
-511.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.1% | +0.1% |
| 7D | -4.2% | +3.9% | -8.0% | -4.4% |
| 30D | -8.2% | -6.6% | -1.6% | -8.0% |
| 3M | -19.1% | -11.9% | -7.2% | -19.0% |
| 6M | -32.6% | +81.1% | -113.8% | -37.9% |
| YTD | -40.7% | +80.0% | -120.7% | -45.6% |
| 1Y | -48.9% | +145.8% | -194.7% | -55.3% |
| 3Y | -59.2% | +475.9% | -535.1% | -69.4% |
| All | -59.2% | +452.7% | -511.9% | -69.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling