+2,523.7%
NKE vs STM
+2,285.7%
+237.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.8% | -1.4% |
| 7D | -2.0% | +5.8% | -7.8% | -3.2% |
| 30D | -8.6% | -1.0% | -7.6% | -8.7% |
| 3M | -11.0% | -33.3% | +22.2% | -4.7% |
| 6M | -33.2% | +57.4% | -90.6% | -42.0% |
| YTD | -38.1% | +102.2% | -140.3% | -49.5% |
| 1Y | -47.4% | +99.6% | -147.0% | -57.1% |
| 3Y | -59.8% | +14.5% | -74.3% | -64.1% |
| 5Y | -74.2% | +21.4% | -95.6% | -77.6% |
| 10Y | -23.5% | +695.0% | -718.4% | -57.4% |
| All | +2,523.7% | +2,285.7% | +237.9% | +957.2% |
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 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