-47.4%
NKE vs SYY
+1.0%
-48.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.7% |
| 7D | -2.0% | -2.3% | +0.3% | -1.6% |
| 30D | -8.6% | -4.9% | -3.6% | -7.8% |
| 3M | -11.0% | +8.4% | -19.4% | -11.6% |
| 6M | -33.2% | -7.4% | -25.9% | -32.5% |
| YTD | -38.1% | +11.0% | -49.1% | -40.4% |
| 1Y | -47.4% | -0.2% | -47.1% | -47.1% |
| All | -47.4% | +1.0% | -48.3% | -47.1% |
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