+14.7%
XLF vs NKE
-33.0%
+47.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.2% | -1.7% | +2.7% |
| 7D | +5.5% | +9.0% | -3.5% | +4.1% |
| 30D | +9.9% | +19.2% | -9.4% | +7.2% |
| 3M | +2.6% | -1.5% | +4.1% | +2.6% |
| 6M | +15.6% | -4.2% | +19.8% | +15.5% |
| YTD | +9.4% | -34.8% | +44.2% | +15.7% |
| 1Y | +14.7% | -31.7% | +46.4% | +19.7% |
| All | +14.7% | -33.0% | +47.7% | +19.7% |
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