-24.0%
NKE vs STLA
+55.1%
-79.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | -0.2% |
| 7D | -4.2% | -2.9% | -1.3% | -3.3% |
| 30D | -8.2% | +0.9% | -9.1% | -8.6% |
| 3M | -19.1% | -21.6% | +2.5% | -13.4% |
| 6M | -32.6% | -21.6% | -11.0% | -28.5% |
| YTD | -40.7% | -50.4% | +9.7% | -28.9% |
| 1Y | -48.9% | -43.6% | -5.3% | -41.6% |
| 3Y | -59.2% | -66.4% | +7.2% | -47.6% |
| 5Y | -75.3% | -62.3% | -13.0% | -70.3% |
| All | -24.0% | +55.1% | -79.1% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling