-13.0%
NKE vs SWKS
+49.5%
-62.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.7% | -4.2% | -2.3% |
| 7D | -4.6% | +10.9% | -15.4% | -7.7% |
| 30D | +6.9% | +17.6% | -10.7% | +1.2% |
| 3M | -5.8% | +29.2% | -35.0% | -15.0% |
| 6M | -9.1% | +37.0% | -46.0% | -21.2% |
| YTD | -39.2% | +44.9% | -84.1% | -49.2% |
| 1Y | -39.2% | +33.8% | -73.1% | -47.8% |
| 3Y | -61.8% | +10.2% | -72.1% | -66.9% |
| 5Y | -75.5% | -37.0% | -38.5% | -74.8% |
| All | -13.0% | +49.5% | -62.5% | -33.2% |
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