+1,857.0%
NKE vs SM
+1,608.3%
+248.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.6% | -0.7% |
| 7D | -2.0% | +0.1% | -2.1% | -2.0% |
| 30D | -8.6% | +26.3% | -34.9% | -10.7% |
| 3M | -11.0% | +8.7% | -19.7% | -12.2% |
| 6M | -33.2% | +51.7% | -84.9% | -36.5% |
| YTD | -38.1% | +99.0% | -137.2% | -42.8% |
| 1Y | -47.4% | +34.6% | -81.9% | -49.6% |
| 3Y | -59.8% | -7.8% | -52.0% | -60.7% |
| 5Y | -74.2% | +104.8% | -179.0% | -77.1% |
| 10Y | -23.5% | +7.2% | -30.7% | -41.1% |
| All | +1,857.0% | +1,608.3% | +248.6% | +876.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling