-63.2%
NKE vs SN
+650.0%
-713.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -0.8% |
| 7D | -4.6% | +1.4% | -5.9% | -4.9% |
| 30D | +6.9% | +16.6% | -9.7% | +3.1% |
| 3M | -5.8% | +18.3% | -24.1% | -9.6% |
| 6M | -9.1% | +103.1% | -112.1% | -23.3% |
| YTD | -39.2% | +96.7% | -135.9% | -48.6% |
| 1Y | -39.2% | +134.3% | -173.6% | -50.7% |
| 3Y | -61.8% | +425.2% | -487.1% | -71.6% |
| All | -63.2% | +650.0% | -713.2% | -72.6% |
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