+5,990.1%
NKE vs SMTC
+69,847.7%
-63,857.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.0% |
| 7D | -2.3% | +22.5% | -24.8% | -4.3% |
| 30D | -10.4% | +24.9% | -35.3% | -12.8% |
| 3M | -15.5% | +4.1% | -19.5% | -17.1% |
| 6M | -32.6% | +92.6% | -125.2% | -38.5% |
| YTD | -39.8% | +122.5% | -162.3% | -46.1% |
| 1Y | -47.6% | +166.2% | -213.8% | -54.1% |
| 3Y | -59.0% | +577.2% | -636.2% | -69.2% |
| 5Y | -74.9% | +119.0% | -193.9% | -79.2% |
| 10Y | -21.9% | +527.9% | -549.8% | -42.2% |
| All | +5,990.1% | +69,847.7% | -63,857.6% | +3,128.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling