+32.4%
XLV vs NKE
-31.7%
+64.1%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.2% | -2.2% | +2.3% |
| 7D | +5.5% | +9.0% | -3.5% | +4.2% |
| 30D | +13.3% | +19.2% | -5.9% | +10.7% |
| 3M | +17.4% | -1.5% | +18.9% | +17.3% |
| 6M | +32.1% | -4.2% | +36.3% | +32.3% |
| YTD | +24.0% | -34.8% | +58.8% | +28.5% |
| All | +32.4% | -31.7% | +64.1% | +35.1% |
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