-74.7%
NKE vs SMTC
+122.8%
-197.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.1% | -4.6% | 0.0% |
| 7D | -4.2% | +13.1% | -17.3% | -5.4% |
| 30D | -8.2% | +19.5% | -27.7% | -10.3% |
| 3M | -19.1% | +2.2% | -21.3% | -20.4% |
| 6M | -32.6% | +94.9% | -127.5% | -40.1% |
| YTD | -40.7% | +127.0% | -167.7% | -48.7% |
| 1Y | -48.9% | +174.6% | -223.4% | -57.4% |
| 3Y | -59.2% | +615.9% | -675.2% | -75.3% |
| All | -74.7% | +122.8% | -197.5% | -77.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling