-59.2%
NKE vs SRE
+28.3%
-87.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | -4.2% | -0.8% | -3.3% | -4.0% |
| 30D | -8.2% | -3.0% | -5.2% | -7.9% |
| 3M | -19.1% | -8.3% | -10.8% | -18.1% |
| 6M | -32.6% | -8.9% | -23.7% | -31.8% |
| YTD | -40.7% | -4.3% | -36.4% | -40.7% |
| 1Y | -48.9% | +2.7% | -51.6% | -49.7% |
| 3Y | -59.2% | +28.7% | -87.9% | -64.2% |
| All | -59.2% | +28.3% | -87.5% | -64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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