-4.9%
SHOP vs NKE
-33.0%
+28.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +5.2% | +2.1% | +5.1% |
| 7D | -9.0% | +9.0% | -18.0% | -12.2% |
| 30D | -4.4% | +19.2% | -23.7% | -11.3% |
| 3M | +24.1% | -1.5% | +25.6% | +24.6% |
| 6M | +20.0% | -4.2% | +24.2% | +22.0% |
| YTD | -4.9% | -34.8% | +29.8% | +3.3% |
| 1Y | -4.9% | -31.7% | +26.8% | +4.4% |
| All | -4.9% | -33.0% | +28.1% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NKE.
Daily Out/Under-Performance
Portfolio return minus NKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NKE 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 NKE 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