-24.0%
NKE vs SPG
+64.5%
-88.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -4.2% | -1.2% | -3.0% | -3.8% |
| 30D | -8.2% | -6.1% | -2.1% | -6.4% |
| 3M | -19.1% | -3.6% | -15.4% | -18.2% |
| 6M | -32.6% | +10.4% | -43.0% | -34.8% |
| YTD | -40.7% | +14.4% | -55.1% | -43.3% |
| 1Y | -48.9% | +16.5% | -65.4% | -51.4% |
| 3Y | -59.2% | +106.8% | -166.0% | -67.4% |
| 5Y | -75.3% | +108.9% | -184.2% | -80.4% |
| All | -24.0% | +64.5% | -88.5% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling