-60.9%
NKE vs STM
+16.3%
-77.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | -1.6% | +12.0% | -13.6% | -3.1% |
| 30D | +7.6% | -0.4% | +8.0% | +7.2% |
| 3M | -6.9% | -13.2% | +6.3% | -5.7% |
| 6M | -8.5% | -26.1% | +17.6% | -6.9% |
| YTD | -38.8% | +81.2% | -120.0% | -50.7% |
| 1Y | -40.6% | +98.3% | -138.9% | -53.3% |
| 3Y | -60.9% | +16.7% | -77.6% | -68.5% |
| All | -60.9% | +16.3% | -77.2% | -68.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling