+123.8%
STX vs NKE
-33.0%
+156.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +5.2% | -13.4% | -6.5% |
| 7D | -20.2% | +9.0% | -29.2% | -18.0% |
| 30D | -37.2% | +19.2% | -56.4% | -33.8% |
| 3M | -34.1% | -1.5% | -32.6% | -33.5% |
| 6M | -24.5% | -4.2% | -20.3% | -23.8% |
| YTD | +102.9% | -34.8% | +137.7% | +105.0% |
| 1Y | +123.8% | -31.7% | +155.5% | +127.0% |
| All | +123.8% | -33.0% | +156.8% | +127.0% |
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 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