-12.5%
NKE vs STRL
+3,697.3%
-3,709.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +0.9% |
| 7D | -1.6% | +15.7% | -17.2% | -3.1% |
| 30D | +7.6% | -35.5% | +43.1% | +11.9% |
| 3M | -6.9% | -47.1% | +40.3% | -1.5% |
| 6M | -8.5% | -65.8% | +57.3% | +0.5% |
| YTD | -38.8% | -4.5% | -34.3% | -43.7% |
| 1Y | -40.6% | -10.5% | -30.1% | -45.1% |
| 3Y | -60.9% | +340.6% | -401.5% | -74.5% |
| 5Y | -75.4% | +911.0% | -986.4% | -87.0% |
| All | -12.5% | +3,697.3% | -3,709.8% | -66.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling