-74.7%
NKE vs SYY
+23.4%
-98.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | 0.0% |
| 7D | -4.2% | +3.9% | -8.1% | -6.0% |
| 30D | -8.2% | -1.7% | -6.4% | -7.5% |
| 3M | -19.1% | +5.2% | -24.3% | -21.0% |
| 6M | -32.6% | -0.2% | -32.4% | -33.2% |
| YTD | -40.7% | +15.4% | -56.1% | -46.2% |
| 1Y | -48.9% | +5.6% | -54.4% | -51.2% |
| 3Y | -59.2% | +28.9% | -88.1% | -66.1% |
| All | -74.7% | +23.4% | -98.1% | -78.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling