+2,343.0%
NKE vs STZ
+9,075.1%
-6,732.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.6% | +4.8% | +0.5% |
| 7D | -0.1% | -7.4% | +7.3% | +1.7% |
| 30D | -7.7% | -10.9% | +3.2% | -5.3% |
| 3M | -10.9% | -13.4% | +2.5% | -8.2% |
| 6M | -31.9% | -16.2% | -15.7% | -29.4% |
| YTD | -38.6% | -10.4% | -28.2% | -37.5% |
| 1Y | -46.9% | -14.8% | -32.1% | -45.4% |
| 3Y | -58.2% | -50.1% | -8.0% | -51.9% |
| 5Y | -74.0% | -38.8% | -35.2% | -71.5% |
| 10Y | -21.6% | -14.1% | -7.5% | -21.5% |
| All | +2,343.0% | +9,075.1% | -6,732.0% | +942.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling