-42.0%
NKE vs XLC
+142.6%
-184.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.4% |
| 7D | -0.1% | +0.6% | -0.6% | -0.5% |
| 30D | -7.7% | +0.2% | -7.9% | -7.8% |
| 3M | -10.9% | +0.6% | -11.6% | -11.3% |
| 6M | -31.9% | -4.5% | -27.4% | -29.3% |
| YTD | -38.6% | -4.7% | -33.9% | -36.2% |
| 1Y | -46.9% | -1.7% | -45.3% | -46.3% |
| 3Y | -58.2% | +72.3% | -130.4% | -73.0% |
| 5Y | -74.0% | +37.8% | -111.8% | -80.4% |
| All | -42.0% | +142.6% | -184.6% | -73.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling