-60.9%
NKE vs SUI
+17.8%
-78.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.8% |
| 7D | +0.5% | +3.4% | -2.9% | -0.5% |
| 30D | +11.4% | +4.6% | +6.8% | +9.9% |
| 3M | -7.2% | +1.6% | -8.8% | -7.7% |
| 6M | -10.7% | -3.5% | -7.2% | -10.1% |
| YTD | -37.7% | -1.0% | -36.7% | -37.8% |
| 1Y | -34.3% | -1.7% | -32.6% | -34.3% |
| 3Y | -60.9% | +18.4% | -79.3% | -63.7% |
| All | -60.9% | +17.8% | -78.7% | -63.7% |
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