-31.7%
NKE vs SU
+88.1%
-119.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -4.5% | +9.7% | +4.4% |
| 7D | +9.0% | -7.1% | +16.1% | +7.7% |
| 30D | +19.2% | +4.8% | +14.5% | +20.0% |
| 3M | -1.5% | +12.5% | -14.0% | +0.4% |
| 6M | -4.2% | +6.5% | -10.6% | -3.2% |
| YTD | -34.8% | +65.8% | -100.6% | -32.7% |
| 1Y | -31.7% | +86.2% | -117.8% | -29.3% |
| All | -31.7% | +88.1% | -119.8% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 1y: compounded portfolio wealth divided by compounded SU 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…
1y analysis · Full analysis span regression · 6 months rolling