+96.1%
SHOP vs NKE
-60.1%
+156.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.8% | +0.8% |
| 7D | -13.2% | -5.5% | -7.7% | -10.7% |
| 30D | -17.0% | -10.4% | -6.6% | -12.5% |
| 3M | +17.0% | -15.8% | +32.8% | +27.1% |
| 6M | -2.1% | -33.4% | +31.3% | +17.8% |
| YTD | -21.4% | -41.0% | +19.7% | +0.2% |
| 1Y | -11.0% | -49.1% | +38.1% | +20.7% |
| All | +96.1% | -60.1% | +156.2% | +135.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling