-33.4%
NKE vs SITM
+68.9%
-102.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.1% | -1.9% |
| 7D | -5.5% | +4.8% | -10.4% | -5.4% |
| 30D | -10.4% | -9.7% | -0.7% | -10.8% |
| 3M | -15.8% | -9.3% | -6.5% | -15.7% |
| 6M | -33.4% | +69.5% | -102.9% | -41.1% |
| All | -33.4% | +68.9% | -102.4% | -41.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling