-58.6%
NKE vs SN
+368.4%
-427.1%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.4% | -1.0% |
| 7D | -2.3% | -3.4% | +1.1% | -1.4% |
| 30D | -10.4% | -9.1% | -1.3% | -8.1% |
| 3M | -15.5% | +31.8% | -47.2% | -22.2% |
| 6M | -32.6% | +52.0% | -84.7% | -40.8% |
| YTD | -39.8% | +51.3% | -91.1% | -47.2% |
| 1Y | -47.6% | +46.9% | -94.4% | -53.9% |
| All | -58.6% | +368.4% | -427.1% | -72.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling