-11.2%
NKE vs XLP
+129.0%
-140.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.2% |
| 7D | +0.5% | +2.3% | -1.8% | -1.6% |
| 30D | +11.4% | +9.1% | +2.3% | +2.7% |
| 3M | -7.2% | +7.9% | -15.1% | -13.5% |
| 6M | -10.7% | +9.6% | -20.3% | -18.1% |
| YTD | -37.7% | +19.4% | -57.1% | -47.6% |
| 1Y | -34.3% | +22.4% | -56.7% | -45.9% |
| 3Y | -60.9% | +43.2% | -104.1% | -72.6% |
| 5Y | -74.8% | +42.6% | -117.4% | -82.0% |
| 10Y | -11.2% | +135.4% | -146.7% | -57.4% |
| All | -11.2% | +129.0% | -140.3% | -57.4% |
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