-47.4%
NKE vs STRL
+76.3%
-123.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.8% | -6.7% | -0.8% |
| 7D | -2.0% | +3.4% | -5.4% | -1.9% |
| 30D | -8.6% | -9.2% | +0.7% | -8.8% |
| 3M | -11.0% | -51.0% | +40.0% | -11.4% |
| 6M | -33.2% | +15.8% | -49.0% | -34.0% |
| YTD | -38.1% | +58.9% | -97.0% | -38.5% |
| 1Y | -47.4% | +68.5% | -115.9% | -48.5% |
| All | -47.4% | +76.3% | -123.6% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 1y: compounded portfolio wealth divided by compounded STRL 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…
1y analysis · Full analysis span regression · 6 months rolling