-30.7%
NKE vs STM
+67.8%
-98.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.8% | -0.9% |
| 7D | -2.0% | +5.8% | -7.8% | -1.9% |
| 30D | -8.6% | -1.0% | -7.6% | -8.6% |
| 3M | -11.0% | -33.3% | +22.2% | -10.0% |
| All | -30.7% | +67.8% | -98.5% | -42.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling