-58.2%
NKE vs SUI
+12.1%
-70.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.4% |
| 7D | -0.1% | -3.1% | +3.1% | +0.8% |
| 30D | -7.7% | -2.3% | -5.3% | -7.2% |
| 3M | -10.9% | -2.8% | -8.1% | -10.4% |
| 6M | -31.9% | -12.4% | -19.5% | -29.6% |
| YTD | -38.6% | -3.3% | -35.3% | -38.3% |
| 1Y | -46.9% | -5.8% | -41.1% | -46.3% |
| 3Y | -58.2% | +12.5% | -70.7% | -59.1% |
| All | -58.2% | +12.1% | -70.2% | -59.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling