-59.4%
NKE vs SPG
+106.6%
-166.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.0% | -2.0% |
| 7D | -5.5% | -2.2% | -3.3% | -4.5% |
| 30D | -10.4% | -5.8% | -4.7% | -7.7% |
| 3M | -15.8% | -2.8% | -13.0% | -14.7% |
| 6M | -33.4% | +8.9% | -42.3% | -36.7% |
| YTD | -41.0% | +14.3% | -55.3% | -45.3% |
| 1Y | -49.1% | +19.5% | -68.5% | -54.0% |
| All | -59.4% | +106.6% | -166.1% | -70.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling