+2,993.7%
SHOP vs NKE
-22.6%
+3,016.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.4% |
| 7D | -11.2% | -4.2% | -7.1% | -8.6% |
| 30D | -14.4% | -8.2% | -6.2% | -9.5% |
| 3M | +16.6% | -19.1% | +35.7% | +33.8% |
| 6M | -0.6% | -32.6% | +32.1% | +27.3% |
| YTD | -20.0% | -40.7% | +20.7% | +11.3% |
| 1Y | -11.2% | -48.9% | +37.7% | +33.9% |
| 3Y | +99.5% | -59.2% | +158.7% | +228.5% |
| 5Y | -13.2% | -75.3% | +62.1% | +107.7% |
| All | +2,993.7% | -22.6% | +3,016.3% | +4,263.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling