-63.0%
NKE vs SN
+671.3%
-734.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | -0.1% |
| 7D | -1.6% | +1.5% | -3.1% | -1.9% |
| 30D | +7.6% | +21.5% | -13.9% | +2.8% |
| 3M | -6.9% | +20.0% | -26.9% | -11.0% |
| 6M | -8.5% | +119.9% | -128.4% | -24.2% |
| YTD | -38.8% | +102.3% | -141.1% | -48.6% |
| 1Y | -40.6% | +148.0% | -188.6% | -52.4% |
| 3Y | -60.9% | +450.0% | -510.9% | -71.1% |
| All | -63.0% | +671.3% | -734.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling