-24.0%
NKE vs SO
+159.0%
-183.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | -4.2% | -1.1% | -3.1% | -3.8% |
| 30D | -8.2% | -5.0% | -3.2% | -6.4% |
| 3M | -19.1% | -5.8% | -13.3% | -17.3% |
| 6M | -32.6% | -7.9% | -24.7% | -30.8% |
| YTD | -40.7% | +2.4% | -43.1% | -41.8% |
| 1Y | -48.9% | -2.3% | -46.6% | -48.9% |
| 3Y | -59.2% | +41.9% | -101.1% | -65.9% |
| 5Y | -75.3% | +58.1% | -133.4% | -80.5% |
| All | -24.0% | +159.0% | -183.0% | -48.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling