-12.5%
NKE vs XLP
+139.1%
-151.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | -0.7% |
| 7D | -1.6% | +2.5% | -4.1% | -3.8% |
| 30D | +7.6% | +7.3% | +0.3% | +0.8% |
| 3M | -6.9% | +8.1% | -15.0% | -13.4% |
| 6M | -8.5% | +10.5% | -19.0% | -16.7% |
| YTD | -38.8% | +21.2% | -60.0% | -49.2% |
| 1Y | -40.6% | +22.7% | -63.3% | -51.2% |
| 3Y | -60.9% | +44.8% | -105.7% | -72.8% |
| 5Y | -75.4% | +44.7% | -120.1% | -82.7% |
| All | -12.5% | +139.1% | -151.6% | -58.6% |
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