-31.7%
NKE vs XME
+5.2%
-36.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.0% | +6.2% | +5.2% |
| 7D | +9.0% | -5.5% | +14.4% | +9.1% |
| 30D | +19.2% | -11.1% | +30.3% | +19.6% |
| 3M | -1.5% | -11.1% | +9.7% | -1.3% |
| 6M | -4.2% | -18.0% | +13.8% | -3.5% |
| YTD | -34.8% | -7.4% | -27.4% | -33.6% |
| 1Y | -31.7% | +6.7% | -38.4% | -30.9% |
| All | -31.7% | +5.2% | -36.9% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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