-58.0%
NKE vs SWKS
-20.0%
-37.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.5% | -1.8% |
| 7D | -2.0% | +12.5% | -14.5% | -4.8% |
| 30D | -8.6% | +10.5% | -19.1% | -10.9% |
| 3M | -11.0% | -7.4% | -3.6% | -9.8% |
| 6M | -33.2% | +32.7% | -65.9% | -40.1% |
| YTD | -38.1% | +19.2% | -57.3% | -42.8% |
| 1Y | -47.4% | +2.4% | -49.7% | -49.2% |
| All | -58.0% | -20.0% | -37.9% | -60.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling