+6,094.5%
NKE vs STT
+6,607.8%
-513.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.8% | +0.7% |
| 7D | -1.6% | +4.8% | -6.3% | -2.9% |
| 30D | +7.6% | +3.9% | +3.7% | +6.4% |
| 3M | -6.9% | -8.2% | +1.3% | -4.7% |
| 6M | -8.5% | +15.6% | -24.1% | -12.7% |
| YTD | -38.8% | +37.6% | -76.4% | -44.7% |
| 1Y | -40.6% | +50.1% | -90.7% | -47.6% |
| 3Y | -60.9% | +183.1% | -244.0% | -71.5% |
| 5Y | -75.4% | +104.8% | -180.2% | -80.7% |
| 10Y | -13.5% | +201.9% | -215.3% | -42.0% |
| All | +6,094.5% | +6,607.8% | -513.3% | +972.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling