+282.9%
SMH vs NKE
-59.9%
+342.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.4% |
| 7D | +0.3% | -4.2% | +4.4% | +1.0% |
| 30D | -2.8% | -8.2% | +5.4% | -1.5% |
| 3M | -6.7% | -19.1% | +12.4% | -3.4% |
| 6M | +41.8% | -32.6% | +74.4% | +51.9% |
| YTD | +57.9% | -40.7% | +98.6% | +73.7% |
| 1Y | +87.6% | -48.9% | +136.5% | +113.2% |
| 3Y | +282.9% | -59.2% | +342.2% | +304.3% |
| All | +282.9% | -59.9% | +342.8% | +304.3% |
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