+2,550.6%
SOXX vs NKE
+800.0%
+1,750.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.6% |
| 7D | +1.4% | -4.2% | +5.6% | +3.6% |
| 30D | -3.6% | -8.2% | +4.6% | +0.2% |
| 3M | -10.2% | -19.1% | +8.9% | -1.7% |
| 6M | +54.2% | -32.6% | +86.9% | +82.6% |
| YTD | +75.2% | -40.7% | +115.9% | +120.6% |
| 1Y | +107.5% | -48.9% | +156.4% | +178.7% |
| 3Y | +226.8% | -59.2% | +286.0% | +360.5% |
| 5Y | +251.2% | -75.3% | +326.6% | +547.2% |
| 10Y | +1,567.6% | -23.1% | +1,590.7% | +1,442.3% |
| All | +2,550.6% | +800.0% | +1,750.5% | +323.0% |
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