-74.7%
NKE vs SRE
+45.6%
-120.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | -4.2% | -0.8% | -3.3% | -4.0% |
| 30D | -8.2% | -3.0% | -5.2% | -7.6% |
| 3M | -19.1% | -8.3% | -10.8% | -17.4% |
| 6M | -32.6% | -8.9% | -23.7% | -31.3% |
| YTD | -40.7% | -4.3% | -36.4% | -40.6% |
| 1Y | -48.9% | +2.7% | -51.6% | -50.0% |
| 3Y | -59.2% | +28.7% | -87.9% | -65.2% |
| All | -74.7% | +45.6% | -120.3% | -78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling