-63.6%
NKE vs SN
+476.8%
-540.4%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.4% | -1.2% |
| 7D | -2.3% | -3.4% | +1.1% | -1.6% |
| 30D | -10.4% | -9.1% | -1.3% | -8.5% |
| 3M | -15.5% | +31.8% | -47.2% | -21.0% |
| 6M | -32.6% | +52.0% | -84.7% | -39.4% |
| YTD | -39.8% | +51.3% | -91.1% | -45.9% |
| 1Y | -47.6% | +46.9% | -94.4% | -52.8% |
| 3Y | -59.0% | +394.9% | -453.9% | -67.5% |
| All | -63.6% | +476.8% | -540.4% | -71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling