-31.7%
NKE vs SWKS
+14.2%
-45.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.9% | +8.1% | +5.3% |
| 7D | +9.0% | -4.9% | +13.9% | +9.2% |
| 30D | +19.2% | -1.2% | +20.4% | +19.2% |
| 3M | -1.5% | +24.2% | -25.6% | -3.4% |
| 6M | -4.2% | +21.5% | -25.7% | -7.0% |
| YTD | -34.8% | +33.5% | -68.3% | -38.8% |
| 1Y | -31.7% | +18.9% | -50.6% | -33.5% |
| All | -31.7% | +14.2% | -45.9% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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