-60.9%
NKE vs STRL
+341.0%
-401.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +0.6% |
| 7D | -1.6% | +15.7% | -17.2% | -1.7% |
| 30D | +7.6% | -35.5% | +43.1% | +8.1% |
| 3M | -6.9% | -47.1% | +40.3% | -6.2% |
| 6M | -8.5% | -65.8% | +57.3% | -6.8% |
| YTD | -38.8% | -4.5% | -34.3% | -41.7% |
| 1Y | -40.6% | -10.5% | -30.1% | -43.3% |
| 3Y | -60.9% | +340.6% | -401.5% | -68.9% |
| All | -60.9% | +341.0% | -401.9% | -68.9% |
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 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