+3,603.6%
NKE vs SUI
+4,037.5%
-433.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.6% | -0.8% |
| 7D | -2.0% | -2.8% | +0.8% | -1.0% |
| 30D | -8.6% | -1.2% | -7.4% | -8.3% |
| 3M | -11.0% | -1.7% | -9.3% | -10.6% |
| 6M | -33.2% | -10.5% | -22.8% | -30.8% |
| YTD | -38.1% | -1.8% | -36.3% | -38.0% |
| 1Y | -47.4% | -4.1% | -43.3% | -46.9% |
| 3Y | -59.8% | +11.3% | -71.0% | -62.3% |
| 5Y | -74.2% | -32.1% | -42.1% | -71.4% |
| 10Y | -23.5% | +110.4% | -133.9% | -44.4% |
| All | +3,603.6% | +4,037.5% | -433.9% | +1,022.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling