+247.9%
SOXX vs NKE
-75.0%
+322.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.7% |
| 7D | +1.4% | -4.2% | +5.6% | +3.0% |
| 30D | -3.6% | -8.2% | +4.6% | -0.8% |
| 3M | -10.2% | -19.1% | +8.9% | -3.7% |
| 6M | +54.2% | -32.6% | +86.9% | +76.4% |
| YTD | +75.2% | -40.7% | +115.9% | +111.0% |
| 1Y | +107.5% | -48.9% | +156.4% | +164.8% |
| 3Y | +226.8% | -59.2% | +286.0% | +327.2% |
| All | +247.9% | -75.0% | +322.9% | +516.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling