-48.9%
NKE vs XLY
-2.6%
-46.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | -0.2% |
| 7D | -4.2% | -1.7% | -2.5% | -2.9% |
| 30D | -8.2% | -4.2% | -4.0% | -5.0% |
| 3M | -19.1% | -2.7% | -16.4% | -17.3% |
| 6M | -32.6% | -0.6% | -32.0% | -32.0% |
| YTD | -40.7% | -5.0% | -35.7% | -38.1% |
| 1Y | -48.9% | -4.1% | -44.8% | -47.6% |
| All | -48.9% | -2.6% | -46.2% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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