-42.6%
STX vs NKE
-5.8%
-36.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -2.8% |
| 7D | +14.6% | -1.6% | +16.2% | +13.8% |
| 30D | -26.0% | +7.6% | -33.6% | -20.8% |
| 3M | -42.6% | -6.9% | -35.7% | -48.2% |
| All | -42.6% | -5.8% | -36.9% | -48.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling