-75.5%
NKE vs TECH
-42.4%
-33.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.7% | -1.9% |
| 7D | -5.5% | -0.5% | -5.0% | -5.4% |
| 30D | -10.4% | 0.0% | -10.4% | -10.4% |
| 3M | -15.8% | +37.4% | -53.3% | -24.2% |
| 6M | -33.4% | +36.9% | -70.3% | -41.0% |
| YTD | -41.0% | +23.1% | -64.1% | -46.0% |
| 1Y | -49.1% | +42.2% | -91.3% | -55.8% |
| 3Y | -59.8% | +1.9% | -61.7% | -62.9% |
| 5Y | -75.5% | -42.9% | -32.5% | -73.3% |
| All | -75.5% | -42.4% | -33.1% | -73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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