-31.7%
NKE vs XLU
+0.7%
-32.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.4% | +4.8% | +5.2% |
| 7D | +9.0% | +2.6% | +6.4% | +8.9% |
| 30D | +19.2% | +9.1% | +10.1% | +19.3% |
| 3M | -1.5% | -0.4% | -1.1% | -1.9% |
| 6M | -4.2% | -4.7% | +0.5% | -4.3% |
| YTD | -34.8% | +4.3% | -39.1% | -36.0% |
| 1Y | -31.7% | +1.0% | -32.7% | -34.1% |
| All | -31.7% | +0.7% | -32.4% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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