-34.3%
NKE vs XLP
+22.3%
-56.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.2% |
| 7D | +0.5% | +2.3% | -1.8% | -1.4% |
| 30D | +11.4% | +9.1% | +2.3% | +3.7% |
| 3M | -7.2% | +7.9% | -15.1% | -12.6% |
| 6M | -10.7% | +9.6% | -20.3% | -17.0% |
| YTD | -37.7% | +19.4% | -57.1% | -49.7% |
| 1Y | -34.3% | +22.4% | -56.7% | -48.7% |
| All | -34.3% | +22.3% | -56.6% | -48.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling