+956.2%
NKE vs XLI
+1,097.3%
-141.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -0.8% |
| 7D | -2.3% | -0.6% | -1.8% | -1.9% |
| 30D | -10.4% | -6.9% | -3.4% | -5.4% |
| 3M | -15.5% | -1.9% | -13.5% | -14.7% |
| 6M | -32.6% | +1.0% | -33.7% | -33.9% |
| YTD | -39.8% | +11.3% | -51.2% | -45.3% |
| 1Y | -47.6% | +15.8% | -63.4% | -53.8% |
| 3Y | -59.0% | +69.8% | -128.8% | -73.1% |
| 5Y | -74.9% | +80.9% | -155.8% | -84.1% |
| 10Y | -21.9% | +257.2% | -279.1% | -70.4% |
| All | +956.2% | +1,097.3% | -141.1% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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