+64.3%
XLF vs NKE
-75.0%
+139.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | -1.5% | -4.2% | +2.7% | -0.5% |
| 30D | -1.2% | -8.2% | +7.0% | +0.7% |
| 3M | +9.2% | -19.1% | +28.3% | +14.3% |
| 6M | +16.3% | -32.6% | +49.0% | +26.5% |
| YTD | +5.4% | -40.7% | +46.1% | +18.2% |
| 1Y | +7.6% | -48.9% | +56.5% | +24.5% |
| 3Y | +74.2% | -59.2% | +133.4% | +105.6% |
| All | +64.3% | -75.0% | +139.3% | +121.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling