-48.9%
NKE vs XLC
-0.7%
-48.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | -0.3% |
| 7D | -4.2% | +0.5% | -4.7% | -4.6% |
| 30D | -8.2% | +2.1% | -10.3% | -9.7% |
| 3M | -19.1% | +0.7% | -19.8% | -19.8% |
| 6M | -32.6% | -3.2% | -29.4% | -31.3% |
| YTD | -40.7% | -3.8% | -36.9% | -39.4% |
| 1Y | -48.9% | -2.0% | -46.8% | -49.7% |
| All | -48.9% | -0.7% | -48.1% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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