-62.6%
NKE vs SN
+490.7%
-553.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -0.7% |
| 7D | -2.0% | -9.3% | +7.3% | +0.1% |
| 30D | -8.6% | -4.8% | -3.8% | -7.7% |
| 3M | -11.0% | +40.4% | -51.5% | -18.1% |
| 6M | -33.2% | +50.9% | -84.2% | -39.8% |
| YTD | -38.1% | +54.9% | -93.1% | -44.7% |
| 1Y | -47.4% | +43.0% | -90.4% | -52.3% |
| 3Y | -59.8% | +391.8% | -451.6% | -68.3% |
| All | -62.6% | +490.7% | -553.3% | -70.5% |
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