+3,749.6%
NKE vs SPG
+5,319.3%
-1,569.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -1.9% | -1.2% |
| 7D | -0.1% | 0.0% | -0.1% | -0.1% |
| 30D | -7.7% | -4.9% | -2.7% | -6.2% |
| 3M | -10.9% | +3.3% | -14.2% | -11.9% |
| 6M | -31.9% | +11.2% | -43.1% | -34.3% |
| YTD | -38.6% | +17.1% | -55.7% | -41.7% |
| 1Y | -46.9% | +21.6% | -68.5% | -50.2% |
| 3Y | -58.2% | +111.9% | -170.0% | -67.2% |
| 5Y | -74.0% | +106.9% | -180.9% | -79.5% |
| 10Y | -21.6% | +62.2% | -83.8% | -40.3% |
| All | +3,749.6% | +5,319.3% | -1,569.7% | +912.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling