-46.5%
NKE vs XLP
+7.4%
-53.9%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.3% |
| 7D | -0.1% | -1.4% | +1.4% | +1.0% |
| 30D | -7.7% | -1.3% | -6.4% | -6.6% |
| 3M | -10.9% | +1.8% | -12.8% | -11.8% |
| 6M | -31.9% | -0.8% | -31.0% | -31.5% |
| YTD | -38.6% | +9.5% | -48.1% | -43.9% |
| All | -46.5% | +7.4% | -53.9% | -51.4% |
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 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