-60.9%
NKE vs STT
+182.6%
-243.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.8% | +0.7% |
| 7D | -1.6% | +4.8% | -6.3% | -3.3% |
| 30D | +7.6% | +3.9% | +3.7% | +6.0% |
| 3M | -6.9% | -8.2% | +1.3% | -4.1% |
| 6M | -8.5% | +15.6% | -24.1% | -14.8% |
| YTD | -38.8% | +37.6% | -76.4% | -47.4% |
| 1Y | -40.6% | +50.1% | -90.7% | -50.9% |
| 3Y | -60.9% | +183.1% | -244.0% | -74.6% |
| All | -60.9% | +182.6% | -243.5% | -74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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