-44.1%
NKE vs SOLS
+17.1%
-61.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.7% | -2.0% |
| 7D | -5.5% | +0.3% | -5.9% | -5.5% |
| 30D | -10.4% | +0.9% | -11.3% | -10.5% |
| 3M | -15.8% | -20.7% | +4.8% | -16.1% |
| 6M | -33.4% | -17.7% | -15.7% | -33.9% |
| YTD | -41.0% | +27.1% | -68.1% | -41.3% |
| All | -44.1% | +17.1% | -61.1% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 SOLS 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