-24.0%
NKE vs SMTC
+548.2%
-572.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.1% | -4.6% | -0.3% |
| 7D | -4.2% | +13.1% | -17.3% | -6.0% |
| 30D | -8.2% | +19.5% | -27.7% | -11.5% |
| 3M | -19.1% | +2.2% | -21.3% | -21.3% |
| 6M | -32.6% | +94.9% | -127.5% | -42.8% |
| YTD | -40.7% | +127.0% | -167.7% | -51.4% |
| 1Y | -48.9% | +174.6% | -223.4% | -60.1% |
| 3Y | -59.2% | +615.9% | -675.2% | -78.1% |
| 5Y | -75.3% | +125.6% | -200.9% | -82.2% |
| All | -24.0% | +548.2% | -572.2% | -59.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling