-75.5%
NKE vs STRL
+2,049.2%
-2,124.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.8% |
| 7D | -5.5% | +5.4% | -10.9% | -5.9% |
| 30D | -10.4% | -9.0% | -1.4% | -10.0% |
| 3M | -15.8% | -37.1% | +21.2% | -13.4% |
| 6M | -33.4% | +17.8% | -51.2% | -37.4% |
| YTD | -41.0% | +58.3% | -99.3% | -46.9% |
| 1Y | -49.1% | +61.0% | -110.1% | -55.0% |
| 3Y | -59.8% | +517.8% | -577.6% | -74.2% |
| 5Y | -75.5% | +2,119.0% | -2,194.5% | -89.8% |
| All | -75.5% | +2,049.2% | -2,124.7% | -89.8% |
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