+16,011.1%
STX vs NKE
+867.4%
+15,143.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.0% | +7.3% | +6.8% |
| 7D | +2.4% | -2.0% | +4.4% | +3.2% |
| 30D | +1.4% | -8.6% | +10.0% | +4.8% |
| 3M | -8.2% | -11.0% | +2.8% | -5.3% |
| 6M | +127.0% | -33.2% | +160.3% | +163.1% |
| YTD | +209.1% | -38.1% | +247.3% | +269.0% |
| 1Y | +365.4% | -47.4% | +412.8% | +494.1% |
| 3Y | +1,135.4% | -59.8% | +1,195.2% | +1,591.5% |
| 5Y | +991.5% | -74.2% | +1,065.7% | +1,730.2% |
| 10Y | +3,695.8% | -23.5% | +3,719.3% | +3,262.4% |
| All | +16,011.1% | +867.4% | +15,143.7% | +3,561.0% |
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