-47.6%
NKE vs SUI
-6.7%
-40.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.6% |
| 7D | -2.3% | -4.3% | +2.0% | -1.3% |
| 30D | -10.4% | -2.1% | -8.2% | -10.0% |
| 3M | -15.5% | -6.1% | -9.4% | -14.4% |
| 6M | -32.6% | -12.8% | -19.9% | -30.5% |
| YTD | -39.8% | -4.6% | -35.2% | -39.4% |
| 1Y | -47.6% | -7.7% | -39.9% | -47.2% |
| All | -47.6% | -6.7% | -40.9% | -47.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling