-47.4%
NKE vs SO
-1.3%
-46.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -1.0% |
| 7D | -2.0% | -0.2% | -1.8% | -2.0% |
| 30D | -8.6% | -4.6% | -4.0% | -8.8% |
| 3M | -11.0% | -3.0% | -8.0% | -11.0% |
| 6M | -33.2% | -8.3% | -25.0% | -33.0% |
| YTD | -38.1% | +3.5% | -41.7% | -39.1% |
| 1Y | -47.4% | -0.9% | -46.4% | -49.0% |
| All | -47.4% | -1.3% | -46.0% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 1y: compounded portfolio wealth divided by compounded SO 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…
1y analysis · Full analysis span regression · 6 months rolling