+2,495.6%
NKE vs STM
+2,037.8%
+457.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | -1.6% | +12.0% | -13.6% | -4.0% |
| 30D | +7.6% | -0.4% | +8.0% | +7.0% |
| 3M | -6.9% | -13.2% | +6.3% | -5.2% |
| 6M | -8.5% | -26.1% | +17.6% | -5.8% |
| YTD | -38.8% | +81.2% | -120.0% | -49.4% |
| 1Y | -40.6% | +98.3% | -138.9% | -51.9% |
| 3Y | -60.9% | +16.7% | -77.6% | -65.6% |
| 5Y | -75.4% | -4.8% | -70.5% | -77.7% |
| 10Y | -13.5% | +468.8% | -482.3% | -48.8% |
| All | +2,495.6% | +2,037.8% | +457.8% | +959.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling