+6,161.3%
NKE vs SO
+5,976.4%
+185.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -0.7% |
| 7D | -2.0% | -0.2% | -1.8% | -1.9% |
| 30D | -8.6% | -4.6% | -4.0% | -7.2% |
| 3M | -11.0% | -3.0% | -8.0% | -10.2% |
| 6M | -33.2% | -8.3% | -25.0% | -31.5% |
| YTD | -38.1% | +3.5% | -41.7% | -39.3% |
| 1Y | -47.4% | -0.9% | -46.4% | -47.6% |
| 3Y | -59.8% | +45.4% | -105.1% | -65.4% |
| 5Y | -74.2% | +59.6% | -133.8% | -78.7% |
| 10Y | -23.5% | +156.6% | -180.1% | -46.9% |
| All | +6,161.3% | +5,976.4% | +185.0% | +1,382.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling