-21.6%
NKE vs SWKS
+30.1%
-51.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.4% |
| 7D | -0.1% | +11.8% | -11.9% | -3.8% |
| 30D | -7.7% | +6.7% | -14.4% | -9.8% |
| 3M | -10.9% | 0.0% | -10.9% | -12.0% |
| 6M | -31.9% | +38.7% | -70.6% | -41.3% |
| YTD | -38.6% | +21.4% | -60.0% | -44.7% |
| 1Y | -46.9% | +2.9% | -49.8% | -49.6% |
| 3Y | -58.2% | -16.4% | -41.8% | -59.5% |
| 5Y | -74.0% | -51.2% | -22.9% | -70.5% |
| 10Y | -21.6% | +31.0% | -52.6% | -37.5% |
| All | -21.6% | +30.1% | -51.7% | -37.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling