-32.6%
NKE vs XME
+10.9%
-43.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.3% | -2.0% |
| 7D | -2.3% | -0.2% | -2.1% | -2.3% |
| 30D | -10.4% | +1.4% | -11.8% | -10.5% |
| 3M | -15.5% | +2.7% | -18.2% | -14.7% |
| 6M | -32.6% | +6.5% | -39.1% | -33.6% |
| All | -32.6% | +10.9% | -43.6% | -33.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling