-31.7%
NKE vs SPGI
+3.2%
-34.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.4% | +1.9% | +4.1% |
| 7D | +9.0% | +7.2% | +1.8% | +6.6% |
| 30D | +19.2% | +23.2% | -4.0% | +11.8% |
| 3M | -1.5% | +17.0% | -18.5% | -6.2% |
| 6M | -4.2% | +20.4% | -24.6% | -9.7% |
| YTD | -34.8% | -1.9% | -32.9% | -36.0% |
| 1Y | -31.7% | +2.9% | -34.6% | -34.8% |
| All | -31.7% | +3.2% | -34.9% | -34.8% |
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