-12.8%
SHOP vs NKE
-75.0%
+62.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.4% |
| 7D | -11.2% | -4.2% | -7.1% | -8.4% |
| 30D | -14.4% | -8.2% | -6.2% | -9.0% |
| 3M | +16.6% | -19.1% | +35.7% | +35.4% |
| 6M | -0.6% | -32.6% | +32.1% | +30.1% |
| YTD | -20.0% | -40.7% | +20.7% | +14.8% |
| 1Y | -11.2% | -48.9% | +37.7% | +39.6% |
| 3Y | +99.5% | -59.2% | +158.7% | +239.7% |
| All | -12.8% | -75.0% | +62.2% | +162.6% |
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