-58.6%
NKE vs SO
+44.4%
-103.0%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -1.9% |
| 7D | -2.3% | 0.0% | -2.4% | -2.3% |
| 30D | -10.4% | -2.5% | -7.9% | -10.1% |
| 3M | -15.5% | -4.2% | -11.3% | -15.0% |
| 6M | -32.6% | -7.7% | -25.0% | -31.9% |
| YTD | -39.8% | +3.8% | -43.6% | -40.6% |
| 1Y | -47.6% | +0.1% | -47.6% | -48.0% |
| All | -58.6% | +44.4% | -103.0% | -63.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling