-48.9%
NKE vs XME
+34.9%
-83.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.6% |
| 7D | -4.2% | -4.2% | 0.0% | -3.9% |
| 30D | -8.2% | -2.7% | -5.5% | -8.1% |
| 3M | -19.1% | -3.9% | -15.2% | -18.5% |
| 6M | -32.6% | -1.0% | -31.7% | -32.8% |
| YTD | -40.7% | +9.8% | -50.5% | -41.6% |
| 1Y | -48.9% | +32.5% | -81.4% | -54.1% |
| All | -48.9% | +34.9% | -83.7% | -54.1% |
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