-58.6%
NKE vs SPGI
+16.0%
-74.6%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.6% | -1.0% |
| 7D | -2.3% | -3.1% | +0.8% | -1.2% |
| 30D | -10.4% | +2.0% | -12.4% | -11.1% |
| 3M | -15.5% | +4.3% | -19.8% | -17.1% |
| 6M | -32.6% | -0.2% | -32.4% | -33.0% |
| YTD | -39.8% | -14.8% | -25.0% | -36.6% |
| 1Y | -47.6% | -18.5% | -29.0% | -43.6% |
| All | -58.6% | +16.0% | -74.6% | -63.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling