-47.4%
NKE vs SMTC
+154.8%
-202.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +9.2% | -10.2% | -0.4% |
| 7D | -2.0% | +12.7% | -14.7% | -1.2% |
| 30D | -8.6% | +22.0% | -30.5% | -7.5% |
| 3M | -11.0% | -12.7% | +1.6% | -9.9% |
| 6M | -33.2% | +64.8% | -98.0% | -33.8% |
| YTD | -38.1% | +100.7% | -138.8% | -38.7% |
| 1Y | -47.4% | +146.9% | -194.2% | -48.4% |
| All | -47.4% | +154.8% | -202.1% | -48.4% |
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