+20.7%
XLK vs NKE
-33.0%
+53.7%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.2% | -5.2% | +0.2% |
| 7D | -7.6% | +9.0% | -16.6% | -7.3% |
| 30D | -12.2% | +19.2% | -31.4% | -11.8% |
| 3M | -5.5% | -1.5% | -4.0% | -5.2% |
| 6M | +9.2% | -4.2% | +13.4% | +9.5% |
| YTD | +23.0% | -34.8% | +57.8% | +23.4% |
| 1Y | +20.7% | -31.7% | +52.4% | +20.9% |
| All | +20.7% | -33.0% | +53.7% | +20.9% |
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 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