-31.7%
NKE vs SMTC
+70.8%
-102.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -12.9% | +18.1% | +3.8% |
| 7D | +9.0% | -24.5% | +33.5% | +6.2% |
| 30D | +19.2% | -42.5% | +61.7% | +13.9% |
| 3M | -1.5% | -14.1% | +12.6% | -2.4% |
| 6M | -4.2% | +3.6% | -7.8% | -4.9% |
| YTD | -34.8% | +50.6% | -85.3% | -34.6% |
| 1Y | -31.7% | +72.2% | -103.9% | -30.4% |
| All | -31.7% | +70.8% | -102.5% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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