-74.7%
NKE vs XLU
+42.8%
-117.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -4.2% | -1.6% | -2.6% | -3.4% |
| 30D | -8.2% | -3.3% | -4.9% | -6.7% |
| 3M | -19.1% | -3.2% | -15.9% | -18.0% |
| 6M | -32.6% | -7.0% | -25.7% | -30.6% |
| YTD | -40.7% | +0.6% | -41.3% | -41.7% |
| 1Y | -48.9% | +2.4% | -51.3% | -50.2% |
| 3Y | -59.2% | +46.3% | -105.5% | -68.4% |
| All | -74.7% | +42.8% | -117.5% | -79.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling