-49.1%
NKE vs STM
+96.2%
-145.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.9% |
| 7D | -5.5% | -1.1% | -4.5% | -5.5% |
| 30D | -10.4% | -7.8% | -2.6% | -10.1% |
| 3M | -15.8% | -28.2% | +12.4% | -14.1% |
| 6M | -33.4% | +52.0% | -85.4% | -41.0% |
| YTD | -41.0% | +96.4% | -137.4% | -50.7% |
| 1Y | -49.1% | +98.8% | -147.9% | -59.8% |
| All | -49.1% | +96.2% | -145.2% | -59.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling