-61.4%
NKE vs XLP
+42.1%
-103.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -1.4% |
| 7D | -0.2% | +0.7% | -0.9% | -0.7% |
| 30D | +12.3% | +10.3% | +2.1% | +3.7% |
| 3M | -7.1% | +6.5% | -13.7% | -11.7% |
| 6M | -10.3% | +8.4% | -18.7% | -16.0% |
| YTD | -37.8% | +18.2% | -56.0% | -46.2% |
| 1Y | -35.6% | +22.4% | -58.0% | -45.8% |
| 3Y | -61.4% | +41.9% | -103.3% | -69.9% |
| All | -61.4% | +42.1% | -103.5% | -69.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling