-59.2%
NKE vs XEL
+46.5%
-105.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -4.2% | -0.3% | -3.9% | -4.1% |
| 30D | -8.2% | -3.9% | -4.3% | -7.7% |
| 3M | -19.1% | -2.8% | -16.3% | -18.8% |
| 6M | -32.6% | -5.4% | -27.2% | -32.2% |
| YTD | -40.7% | +3.8% | -44.5% | -41.4% |
| 1Y | -48.9% | +6.8% | -55.7% | -49.9% |
| 3Y | -59.2% | +45.6% | -104.8% | -64.3% |
| All | -59.2% | +46.5% | -105.7% | -64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 3y: compounded portfolio wealth divided by compounded XEL 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…
3y analysis · Full analysis span regression · 6 months rolling