-46.9%
NKE vs SWKS
+3.4%
-50.3%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.0% |
| 7D | -0.1% | +11.8% | -11.9% | -1.3% |
| 30D | -7.7% | +6.7% | -14.4% | -8.3% |
| 3M | -10.9% | 0.0% | -10.9% | -10.8% |
| 6M | -31.9% | +38.7% | -70.6% | -37.9% |
| YTD | -38.6% | +21.4% | -60.0% | -42.1% |
| 1Y | -46.9% | +2.9% | -49.8% | -48.5% |
| All | -46.9% | +3.4% | -50.3% | -48.5% |
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