-74.9%
NKE vs SPGI
+1.6%
-76.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.6% | -0.7% |
| 7D | -2.3% | -3.1% | +0.8% | -0.8% |
| 30D | -10.4% | +2.0% | -12.4% | -11.4% |
| 3M | -15.5% | +4.3% | -19.8% | -17.8% |
| 6M | -32.6% | -0.2% | -32.4% | -33.1% |
| YTD | -39.8% | -14.8% | -25.0% | -35.5% |
| 1Y | -47.6% | -18.5% | -29.0% | -42.6% |
| 3Y | -59.0% | +16.0% | -75.0% | -64.7% |
| 5Y | -74.9% | +2.2% | -77.1% | -77.8% |
| All | -74.9% | +1.6% | -76.5% | -77.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling