-60.9%
NKE vs SPGI
+30.0%
-90.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.2% |
| 7D | -1.6% | +1.2% | -2.8% | -2.0% |
| 30D | +7.6% | +15.9% | -8.3% | +1.8% |
| 3M | -6.9% | +12.3% | -19.2% | -10.9% |
| 6M | -8.5% | +23.7% | -32.2% | -15.8% |
| YTD | -38.8% | -3.5% | -35.2% | -38.5% |
| 1Y | -40.6% | +0.4% | -41.0% | -41.4% |
| 3Y | -60.9% | +29.9% | -90.8% | -66.4% |
| All | -60.9% | +30.0% | -90.9% | -66.4% |
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