-59.4%
NKE vs SMTC
+546.3%
-605.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +1.0% | -1.9% |
| 7D | -5.5% | +17.5% | -23.1% | -6.1% |
| 30D | -10.4% | +21.3% | -31.7% | -11.3% |
| 3M | -15.8% | +3.1% | -19.0% | -16.2% |
| 6M | -33.4% | +81.7% | -115.1% | -36.8% |
| YTD | -41.0% | +115.9% | -156.9% | -44.8% |
| 1Y | -49.1% | +157.8% | -206.9% | -53.3% |
| All | -59.4% | +546.3% | -605.8% | -67.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling