+148.7%
XLK vs NKE
-75.0%
+223.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | +0.2% | -4.2% | +4.4% | +1.4% |
| 30D | -0.6% | -8.2% | +7.6% | +1.7% |
| 3M | +2.6% | -19.1% | +21.6% | +8.5% |
| 6M | +34.0% | -32.6% | +66.6% | +49.0% |
| YTD | +30.7% | -40.7% | +71.4% | +51.1% |
| 1Y | +39.2% | -48.9% | +88.1% | +68.1% |
| 3Y | +120.4% | -59.2% | +179.7% | +171.8% |
| All | +148.7% | -75.0% | +223.8% | +283.7% |
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 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