-31.7%
NKE vs STRL
-30.1%
-1.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -21.5% | +26.7% | +4.1% |
| 7D | +9.0% | -27.1% | +36.0% | +7.6% |
| 30D | +19.2% | -45.8% | +65.0% | +16.6% |
| 3M | -1.5% | -47.6% | +46.2% | -3.7% |
| 6M | -4.2% | -46.4% | +42.2% | -6.7% |
| YTD | -34.8% | -7.4% | -27.4% | -35.1% |
| 1Y | -31.7% | -25.9% | -5.8% | -32.9% |
| All | -31.7% | -30.1% | -1.6% | -32.9% |
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