-74.1%
NKE vs XLP
+32.7%
-106.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.2% |
| 7D | -2.0% | -1.0% | -1.0% | -1.0% |
| 30D | -8.6% | -0.9% | -7.7% | -7.7% |
| 3M | -11.0% | +3.8% | -14.8% | -14.3% |
| 6M | -33.2% | -1.7% | -31.5% | -32.1% |
| YTD | -38.1% | +10.3% | -48.4% | -44.5% |
| 1Y | -47.4% | +7.8% | -55.2% | -51.6% |
| 3Y | -59.8% | +27.2% | -87.0% | -69.6% |
| All | -74.1% | +32.7% | -106.9% | -80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling