+45.6%
SMH vs NKE
-31.7%
+77.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | -0.1% |
| 7D | +4.3% | -2.3% | +6.7% | +4.1% |
| 30D | +0.9% | -10.4% | +11.2% | +0.4% |
| 3M | -2.8% | -15.5% | +12.6% | -2.4% |
| 6M | +45.6% | -32.6% | +78.3% | +46.7% |
| All | +45.6% | -31.7% | +77.3% | +46.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling