-48.9%
NKE vs SM
+48.5%
-97.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -4.2% | +4.6% | -8.7% | -4.1% |
| 30D | -8.2% | +18.2% | -26.4% | -8.2% |
| 3M | -19.1% | +22.5% | -41.6% | -19.1% |
| 6M | -32.6% | +50.6% | -83.2% | -34.3% |
| YTD | -40.7% | +108.1% | -148.8% | -45.4% |
| 1Y | -48.9% | +46.0% | -94.9% | -50.8% |
| All | -48.9% | +48.5% | -97.4% | -50.8% |
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