-31.7%
NKE vs SM
+70.4%
-102.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -15.3% | +20.5% | +4.0% |
| 7D | +9.0% | -21.5% | +30.5% | +7.3% |
| 30D | +19.2% | -11.4% | +30.6% | +18.1% |
| 3M | -1.5% | +0.6% | -2.1% | -1.9% |
| 6M | -4.2% | +0.2% | -4.4% | -4.6% |
| YTD | -34.8% | +69.7% | -104.4% | -38.7% |
| 1Y | -31.7% | +71.6% | -103.3% | -35.7% |
| All | -31.7% | +70.4% | -102.1% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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