-24.0%
NKE vs SPGI
+292.2%
-316.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -4.2% | -7.4% | +3.2% | -0.2% |
| 30D | -8.2% | +0.4% | -8.6% | -8.5% |
| 3M | -19.1% | +5.3% | -24.3% | -21.6% |
| 6M | -32.6% | +1.7% | -34.3% | -33.9% |
| YTD | -40.7% | -16.4% | -24.4% | -36.0% |
| 1Y | -48.9% | -20.5% | -28.4% | -43.5% |
| 3Y | -59.2% | +14.2% | -73.5% | -63.9% |
| 5Y | -75.3% | +0.6% | -75.9% | -77.0% |
| All | -24.0% | +292.2% | -316.2% | -64.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling