-75.5%
NKE vs XLC
+37.9%
-113.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.4% |
| 7D | -5.5% | -1.7% | -3.9% | -4.3% |
| 30D | -10.4% | +0.2% | -10.6% | -10.5% |
| 3M | -15.8% | +0.7% | -16.5% | -16.3% |
| 6M | -33.4% | -4.5% | -29.0% | -30.9% |
| YTD | -41.0% | -4.7% | -36.3% | -38.7% |
| 1Y | -49.1% | -1.5% | -47.6% | -48.5% |
| 3Y | -59.8% | +72.2% | -132.0% | -74.1% |
| 5Y | -75.5% | +39.3% | -114.8% | -83.3% |
| All | -75.5% | +37.9% | -113.4% | -83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling