+30.8%
SOXX vs NKE
-33.3%
+64.1%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -70.7% | -2.3% | -68.4% | -70.3% |
| 7D | -23.0% | +3.0% | -26.0% | -22.1% |
| 30D | -32.9% | +14.3% | -47.2% | -31.2% |
| 3M | -25.3% | -5.8% | -19.5% | -24.6% |
| 6M | -17.8% | -6.3% | -11.4% | -16.9% |
| YTD | +32.1% | -36.3% | +68.4% | +33.9% |
| 1Y | +30.8% | -34.2% | +65.0% | +32.2% |
| All | +30.8% | -33.3% | +64.1% | +32.2% |
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