+172.3%
NKE vs STLA
+150.0%
+22.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.8% |
| 7D | -1.6% | -13.8% | +12.2% | +1.3% |
| 30D | +7.6% | -10.5% | +18.2% | +9.7% |
| 3M | -6.9% | -28.9% | +22.0% | -0.9% |
| 6M | -8.5% | -49.7% | +41.2% | +3.8% |
| YTD | -38.8% | -64.9% | +26.1% | -26.5% |
| 1Y | -40.6% | -64.0% | +23.5% | -29.1% |
| 3Y | -60.9% | -77.4% | +16.5% | -50.4% |
| 5Y | -75.4% | -74.4% | -0.9% | -69.9% |
| 10Y | -13.5% | -6.4% | -7.1% | -10.2% |
| All | +172.3% | +150.0% | +22.3% | +170.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling