+2,336.0%
NKE vs STZ
+11,030.9%
-8,695.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | -1.6% | +2.6% | -4.1% | -2.1% |
| 30D | +7.6% | +15.2% | -7.6% | +4.2% |
| 3M | -6.9% | +7.6% | -14.5% | -8.5% |
| 6M | -8.5% | +5.3% | -13.8% | -9.9% |
| YTD | -38.8% | +8.6% | -47.4% | -40.4% |
| 1Y | -40.6% | +15.6% | -56.1% | -43.0% |
| 3Y | -60.9% | -35.2% | -25.8% | -57.7% |
| 5Y | -75.4% | -29.1% | -46.3% | -73.9% |
| 10Y | -13.5% | +12.9% | -26.4% | -18.4% |
| All | +2,336.0% | +11,030.9% | -8,695.0% | +894.5% |
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