+8,434.7%
SHOP vs NKE
-14.0%
+8,448.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | +0.1% |
| 7D | -5.1% | -2.0% | -3.1% | -3.8% |
| 30D | +0.6% | -8.6% | +9.2% | +6.5% |
| 3M | +25.0% | -11.0% | +36.1% | +34.5% |
| 6M | +11.9% | -33.2% | +45.1% | +43.6% |
| YTD | -9.9% | -38.1% | +28.3% | +21.3% |
| 1Y | 0.0% | -47.4% | +47.3% | +46.9% |
| 3Y | +117.5% | -59.8% | +177.3% | +260.6% |
| 5Y | -6.6% | -74.2% | +67.6% | +113.9% |
| 10Y | +3,320.3% | -23.5% | +3,343.8% | +4,169.5% |
| All | +8,434.7% | -14.0% | +8,448.7% | +11,273.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling