-24.4%
NKE vs STM
+660.7%
-685.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.5% |
| 7D | -5.5% | -1.1% | -4.5% | -5.3% |
| 30D | -10.4% | -7.8% | -2.6% | -8.7% |
| 3M | -15.8% | -28.2% | +12.4% | -10.0% |
| 6M | -33.4% | +52.0% | -85.4% | -44.4% |
| YTD | -41.0% | +96.4% | -137.4% | -54.9% |
| 1Y | -49.1% | +98.8% | -147.9% | -61.5% |
| 3Y | -59.8% | +18.3% | -78.1% | -66.2% |
| 5Y | -75.5% | +17.7% | -93.2% | -80.0% |
| All | -24.4% | +660.7% | -685.0% | -56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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