+1,237.1%
SMH vs NKE
+812.6%
+424.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.5% | -1.6% |
| 7D | +1.4% | -5.5% | +6.9% | +4.0% |
| 30D | -2.2% | -10.4% | +8.2% | +2.3% |
| 3M | -1.9% | -15.8% | +14.0% | +4.6% |
| 6M | +41.0% | -33.4% | +74.4% | +65.1% |
| YTD | +55.6% | -41.0% | +96.6% | +91.8% |
| 1Y | +86.8% | -49.1% | +135.9% | +143.7% |
| 3Y | +277.7% | -59.8% | +337.5% | +415.6% |
| 5Y | +324.2% | -75.5% | +399.6% | +629.0% |
| 10Y | +1,828.6% | -23.5% | +1,852.0% | +1,751.5% |
| All | +1,237.1% | +812.6% | +424.6% | +274.6% |
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 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