-31.7%
NKE vs SPOT
+0.4%
-32.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.6% | +0.6% | +4.5% |
| 7D | +9.0% | +16.6% | -7.6% | +6.4% |
| 30D | +19.2% | +29.9% | -10.7% | +14.5% |
| 3M | -1.5% | +31.3% | -32.7% | -5.5% |
| 6M | -4.2% | +43.2% | -47.4% | -9.1% |
| YTD | -34.8% | +8.1% | -42.9% | -39.0% |
| 1Y | -31.7% | -0.3% | -31.4% | -34.1% |
| All | -31.7% | +0.4% | -32.1% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 1y: compounded portfolio wealth divided by compounded SPOT 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…
1y analysis · Full analysis span regression · 6 months rolling