-58.6%
NKE vs STRL
+526.3%
-584.9%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.9% |
| 7D | -2.3% | +8.2% | -10.5% | -2.5% |
| 30D | -10.4% | -6.3% | -4.1% | -10.3% |
| 3M | -15.5% | -41.2% | +25.7% | -14.4% |
| 6M | -32.6% | +20.4% | -53.0% | -34.7% |
| YTD | -39.8% | +61.7% | -101.5% | -42.8% |
| 1Y | -47.6% | +72.7% | -120.3% | -50.8% |
| All | -58.6% | +526.3% | -584.9% | -65.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling