+991.2%
NKE vs XLP
+568.6%
+422.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.6% |
| 3M | -7.1% | +6.5% | -13.7% | -11.8% |
| 6M | -10.3% | +8.4% | -18.7% | -16.1% |
| YTD | -37.8% | +18.2% | -56.0% | -46.0% |
| 1Y | -35.6% | +22.4% | -58.0% | -45.6% |
| 3Y | -61.4% | +41.9% | -103.3% | -71.3% |
| 5Y | -76.2% | +40.9% | -117.0% | -81.9% |
| 10Y | -10.7% | +128.4% | -139.0% | -53.8% |
| All | +991.2% | +568.6% | +422.7% | +155.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling