+5,871.1%
NKE vs SYY
+4,587.2%
+1,283.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.3% |
| 7D | -5.5% | +1.5% | -7.1% | -6.1% |
| 30D | -10.4% | -2.3% | -8.1% | -9.7% |
| 3M | -15.8% | +5.5% | -21.3% | -17.5% |
| 6M | -33.4% | -1.0% | -32.5% | -33.7% |
| YTD | -41.0% | +14.1% | -55.1% | -44.6% |
| 1Y | -49.1% | +5.6% | -54.6% | -50.8% |
| 3Y | -59.8% | +27.9% | -87.7% | -64.0% |
| 5Y | -75.5% | +22.7% | -98.2% | -77.7% |
| 10Y | -23.5% | +113.9% | -137.4% | -47.0% |
| All | +5,871.1% | +4,587.2% | +1,283.8% | +1,223.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling