+96.2%
SMH vs NKE
-46.9%
+143.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.6% |
| 7D | +2.5% | -2.0% | +4.5% | +2.5% |
| 30D | -0.5% | -8.6% | +8.1% | -0.2% |
| 3M | -9.6% | -11.0% | +1.4% | -9.1% |
| 6M | +42.1% | -33.2% | +75.3% | +46.3% |
| YTD | +57.4% | -38.1% | +95.6% | +63.4% |
| 1Y | +96.2% | -47.4% | +143.6% | +114.4% |
| All | +96.2% | -46.9% | +143.2% | +114.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling