-10.4%
NKE vs SPCH
+14.9%
-25.3%
-10.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | SPCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.6% | +5.7% | -2.4% |
| 7D | -2.3% | +8.8% | -11.1% | -1.6% |
| 30D | -10.4% | +9.1% | -19.5% | -9.4% |
| All | -10.4% | +14.9% | -25.3% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPCH.
Daily Out/Under-Performance
Portfolio return minus SPCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPCH 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 1mo: compounded portfolio wealth divided by compounded SPCH 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…
1mo analysis · Full analysis span regression · Available span rolling