-31.7%
NKE vs SN
+156.5%
-188.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.1% | +1.1% | +4.1% |
| 7D | +9.0% | +10.6% | -1.6% | +6.1% |
| 30D | +19.2% | +20.0% | -0.8% | +13.7% |
| 3M | -1.5% | +30.4% | -31.8% | -8.4% |
| 6M | -4.2% | +91.0% | -95.2% | -19.8% |
| YTD | -34.8% | +95.9% | -130.7% | -45.7% |
| 1Y | -31.7% | +158.9% | -190.6% | -46.4% |
| All | -31.7% | +156.5% | -188.2% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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