-74.9%
NKE vs STM
+21.1%
-96.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.8% |
| 7D | -2.3% | +1.7% | -4.0% | -2.7% |
| 30D | -10.4% | -5.2% | -5.2% | -9.4% |
| 3M | -15.5% | -29.6% | +14.2% | -9.1% |
| 6M | -32.6% | +54.4% | -87.0% | -45.0% |
| YTD | -39.8% | +99.5% | -139.3% | -55.5% |
| 1Y | -47.6% | +100.8% | -148.3% | -61.7% |
| 3Y | -59.0% | +20.2% | -79.2% | -66.2% |
| 5Y | -74.9% | +21.1% | -96.1% | -81.2% |
| All | -74.9% | +21.1% | -96.0% | -81.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling