-24.0%
NKE vs STZ
-11.3%
-12.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.9% |
| 7D | -4.2% | -4.5% | +0.3% | -2.6% |
| 30D | -8.2% | -8.6% | +0.4% | -5.1% |
| 3M | -19.1% | -13.8% | -5.3% | -14.7% |
| 6M | -32.6% | -17.2% | -15.5% | -28.3% |
| YTD | -40.7% | -9.4% | -31.4% | -39.5% |
| 1Y | -48.9% | -11.9% | -37.0% | -47.4% |
| 3Y | -59.2% | -49.6% | -9.6% | -48.4% |
| 5Y | -75.3% | -37.2% | -38.2% | -71.8% |
| All | -24.0% | -11.3% | -12.7% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling