+3,905.9%
NKE vs STRL
+19,359.6%
-15,453.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.8% | -6.7% | -1.1% |
| 7D | -2.0% | +3.4% | -5.4% | -2.1% |
| 30D | -8.6% | -9.2% | +0.7% | -8.4% |
| 3M | -11.0% | -51.0% | +40.0% | -9.2% |
| 6M | -33.2% | +15.8% | -49.0% | -34.3% |
| YTD | -38.1% | +58.9% | -97.0% | -39.8% |
| 1Y | -47.4% | +68.5% | -115.9% | -49.1% |
| 3Y | -59.8% | +485.2% | -545.0% | -63.1% |
| 5Y | -74.2% | +2,005.1% | -2,079.3% | -77.4% |
| 10Y | -23.5% | +7,118.0% | -7,141.4% | -35.7% |
| All | +3,905.9% | +19,359.6% | -15,453.7% | +3,423.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling