-24.0%
NKE vs SPMO
+517.6%
-541.6%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.1% |
| 7D | -4.2% | -0.9% | -3.2% | -3.5% |
| 30D | -8.2% | -1.9% | -6.3% | -7.2% |
| 3M | -19.1% | -1.4% | -17.7% | -20.1% |
| 6M | -32.6% | +25.5% | -58.1% | -45.3% |
| YTD | -40.7% | +24.8% | -65.6% | -51.8% |
| 1Y | -48.9% | +24.5% | -73.4% | -58.5% |
| 3Y | -59.2% | +157.1% | -216.4% | -82.3% |
| 5Y | -75.3% | +149.5% | -224.8% | -89.0% |
| All | -24.0% | +517.6% | -541.6% | -79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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