-32.3%
NKE vs SPMO
+562.6%
-594.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.1% | -0.7% |
| 7D | -5.5% | +0.1% | -5.6% | -5.6% |
| 30D | -10.4% | -0.7% | -9.7% | -10.3% |
| 3M | -15.8% | +2.8% | -18.7% | -19.4% |
| 6M | -33.4% | +24.4% | -57.8% | -45.5% |
| YTD | -41.0% | +24.2% | -65.2% | -51.7% |
| 1Y | -49.1% | +24.5% | -73.5% | -58.6% |
| 3Y | -59.8% | +155.6% | -215.4% | -82.2% |
| 5Y | -75.5% | +148.2% | -223.7% | -88.8% |
| 10Y | -23.5% | +514.8% | -538.3% | -80.2% |
| All | -32.3% | +562.6% | -594.9% | -83.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling