-61.4%
NKE vs SWKS
-0.7%
-60.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -2.7% |
| 7D | -0.2% | -6.2% | +5.9% | +1.1% |
| 30D | +12.3% | -1.5% | +13.8% | +12.5% |
| 3M | -7.1% | +23.0% | -30.1% | -12.6% |
| 6M | -10.3% | +27.6% | -37.9% | -17.9% |
| YTD | -37.8% | +32.3% | -70.1% | -44.4% |
| 1Y | -35.6% | +20.1% | -55.7% | -40.7% |
| 3Y | -61.4% | +0.6% | -62.1% | -65.4% |
| All | -61.4% | -0.7% | -60.7% | -65.4% |
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