-64.1%
NKE vs SN
+447.8%
-512.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.7% |
| 7D | -4.2% | -7.3% | +3.1% | -2.5% |
| 30D | -8.2% | -13.6% | +5.4% | -5.2% |
| 3M | -19.1% | +18.6% | -37.7% | -22.6% |
| 6M | -32.6% | +46.0% | -78.6% | -38.8% |
| YTD | -40.7% | +43.7% | -84.4% | -46.1% |
| 1Y | -48.9% | +39.2% | -88.0% | -53.4% |
| 3Y | -59.2% | +306.5% | -365.7% | -67.3% |
| All | -64.1% | +447.8% | -512.0% | -71.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling