-21.9%
NKE vs SUI
+104.7%
-126.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.4% |
| 7D | -2.3% | -4.3% | +2.0% | -0.6% |
| 30D | -10.4% | -2.1% | -8.2% | -9.7% |
| 3M | -15.5% | -6.1% | -9.4% | -13.5% |
| 6M | -32.6% | -12.8% | -19.9% | -29.1% |
| YTD | -39.8% | -4.6% | -35.2% | -39.0% |
| 1Y | -47.6% | -7.7% | -39.9% | -46.2% |
| 3Y | -59.0% | +10.9% | -69.9% | -62.0% |
| 5Y | -74.9% | -32.4% | -42.5% | -71.6% |
| 10Y | -21.9% | +105.7% | -127.6% | -38.6% |
| All | -21.9% | +104.7% | -126.7% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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