-75.5%
NKE vs STLA
-63.7%
-11.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -5.5% | -3.8% | -1.7% | -4.4% |
| 30D | -10.4% | -3.1% | -7.3% | -9.6% |
| 3M | -15.8% | -19.6% | +3.8% | -10.1% |
| 6M | -33.4% | -23.5% | -9.9% | -28.4% |
| YTD | -41.0% | -51.5% | +10.5% | -27.1% |
| 1Y | -49.1% | -39.7% | -9.4% | -42.9% |
| 3Y | -59.8% | -66.3% | +6.5% | -47.4% |
| 5Y | -75.5% | -63.1% | -12.3% | -72.0% |
| All | -75.5% | -63.7% | -11.8% | -72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling