-31.7%
NKE vs SYY
+8.7%
-40.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.8% | +1.4% | +4.4% |
| 7D | +9.0% | -6.3% | +15.3% | +10.2% |
| 30D | +19.2% | +0.7% | +18.5% | +19.2% |
| 3M | -1.5% | -6.4% | +4.9% | -0.4% |
| 6M | -4.2% | +7.6% | -11.8% | -4.2% |
| YTD | -34.8% | +7.4% | -42.2% | -36.4% |
| 1Y | -31.7% | +8.3% | -40.0% | -33.6% |
| All | -31.7% | +8.7% | -40.4% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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