-59.4%
NKE vs SPOT
+234.5%
-293.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.7% | -1.9% |
| 7D | -5.5% | -6.9% | +1.3% | -4.9% |
| 30D | -10.4% | +4.1% | -14.6% | -10.8% |
| 3M | -15.8% | +3.7% | -19.5% | -16.2% |
| 6M | -33.4% | -1.6% | -31.8% | -33.6% |
| YTD | -41.0% | -10.2% | -30.8% | -41.0% |
| 1Y | -49.1% | -25.9% | -23.2% | -48.4% |
| All | -59.4% | +234.5% | -293.9% | -65.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling