-59.2%
NKE vs SPMO
+155.8%
-215.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | -4.2% | -0.9% | -3.2% | -3.9% |
| 30D | -8.2% | -1.9% | -6.3% | -7.8% |
| 3M | -19.1% | -1.4% | -17.7% | -19.6% |
| 6M | -32.6% | +25.5% | -58.1% | -40.7% |
| YTD | -40.7% | +24.8% | -65.6% | -47.7% |
| 1Y | -48.9% | +24.5% | -73.4% | -54.9% |
| 3Y | -59.2% | +157.1% | -216.4% | -75.4% |
| All | -59.2% | +155.8% | -215.0% | -75.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling