-21.9%
NKE vs XLP
+102.3%
-124.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -0.9% |
| 7D | -2.3% | -2.9% | +0.6% | +0.4% |
| 30D | -10.4% | -2.2% | -8.1% | -8.4% |
| 3M | -15.5% | -0.6% | -14.9% | -15.0% |
| 6M | -32.6% | -2.2% | -30.5% | -31.3% |
| YTD | -39.8% | +8.3% | -48.1% | -44.5% |
| 1Y | -47.6% | +5.7% | -53.3% | -50.5% |
| 3Y | -59.0% | +25.7% | -84.7% | -67.4% |
| 5Y | -74.9% | +31.3% | -106.2% | -80.6% |
| 10Y | -21.9% | +106.2% | -128.1% | -58.2% |
| All | -21.9% | +102.3% | -124.2% | -58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 10y: compounded portfolio wealth divided by compounded XLP 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…
10y analysis · Full analysis span regression · 6 months rolling