+3,343.4%
STX vs NKE
-22.6%
+3,366.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.5% | -4.2% | -3.9% |
| 7D | -2.3% | -4.2% | +1.9% | -0.8% |
| 30D | -5.5% | -8.2% | +2.7% | -3.1% |
| 3M | -4.3% | -19.1% | +14.8% | +1.6% |
| 6M | +115.6% | -32.6% | +148.2% | +142.9% |
| YTD | +202.2% | -40.7% | +242.9% | +256.7% |
| 1Y | +325.3% | -48.9% | +374.2% | +430.2% |
| 3Y | +1,283.9% | -59.2% | +1,343.1% | +1,692.4% |
| 5Y | +1,048.3% | -75.3% | +1,123.7% | +1,742.1% |
| All | +3,343.4% | -22.6% | +3,366.0% | +3,293.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling