+411.2%
XLF vs NKE
+935.5%
-524.3%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.6% | +0.4% |
| 7D | -2.9% | -5.5% | +2.7% | -0.7% |
| 30D | -1.6% | -10.4% | +8.8% | +2.7% |
| 3M | +9.3% | -15.8% | +25.1% | +16.3% |
| 6M | +14.6% | -33.4% | +48.0% | +32.6% |
| YTD | +4.7% | -41.0% | +45.7% | +27.0% |
| 1Y | +8.6% | -49.1% | +57.7% | +38.5% |
| 3Y | +73.9% | -59.8% | +133.7% | +129.9% |
| 5Y | +65.0% | -75.5% | +140.5% | +162.0% |
| 10Y | +250.4% | -23.5% | +273.9% | +221.9% |
| All | +411.2% | +935.5% | -524.3% | +76.9% |
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