-11.2%
SHOP vs NKE
-75.5%
+64.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | -0.2% |
| 7D | -1.2% | -1.6% | +0.3% | -0.1% |
| 30D | -14.7% | +7.6% | -22.4% | -19.3% |
| 3M | -7.2% | -6.9% | -0.3% | -2.7% |
| 6M | +54.2% | -8.5% | +62.7% | +63.4% |
| YTD | -8.6% | -38.8% | +30.2% | +27.7% |
| 1Y | +0.5% | -40.6% | +41.1% | +41.4% |
| 3Y | +135.9% | -60.9% | +196.9% | +323.5% |
| All | -11.2% | -75.5% | +64.3% | +180.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling