+6,161.3%
NKE vs SPGI
+14,090.3%
-7,929.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.3% |
| 7D | -2.0% | +0.1% | -2.1% | -2.1% |
| 30D | -8.6% | +8.4% | -17.0% | -11.4% |
| 3M | -11.0% | +11.8% | -22.9% | -15.1% |
| 6M | -33.2% | +5.7% | -38.9% | -35.0% |
| YTD | -38.1% | -9.7% | -28.5% | -36.5% |
| 1Y | -47.4% | -12.5% | -34.9% | -45.5% |
| 3Y | -59.8% | +21.8% | -81.6% | -63.6% |
| 5Y | -74.2% | +8.2% | -82.4% | -75.7% |
| 10Y | -23.5% | +309.5% | -333.0% | -56.2% |
| All | +6,161.3% | +14,090.3% | -7,929.0% | +654.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling