-75.3%
NKE vs STRL
+906.9%
-982.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +0.8% |
| 7D | -1.6% | +15.7% | -17.2% | -2.5% |
| 30D | +7.6% | -35.5% | +43.1% | +10.1% |
| 3M | -6.9% | -47.1% | +40.3% | -3.7% |
| 6M | -8.5% | -65.8% | +57.3% | -2.8% |
| YTD | -38.8% | -4.5% | -34.3% | -43.6% |
| 1Y | -40.6% | -10.5% | -30.1% | -45.0% |
| 3Y | -60.9% | +340.6% | -401.5% | -75.5% |
| All | -75.3% | +906.9% | -982.2% | -90.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling