-47.4%
NKE vs SPGI
-12.7%
-34.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.6% |
| 7D | -2.0% | +0.1% | -2.1% | -2.1% |
| 30D | -8.6% | +8.4% | -17.0% | -10.3% |
| 3M | -11.0% | +11.8% | -22.9% | -13.4% |
| 6M | -33.2% | +5.7% | -38.9% | -34.6% |
| YTD | -38.1% | -9.7% | -28.5% | -38.1% |
| 1Y | -47.4% | -12.5% | -34.9% | -47.5% |
| All | -47.4% | -12.7% | -34.6% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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