-75.5%
NKE vs SPOT
+111.2%
-186.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.7% | -1.9% |
| 7D | -5.5% | -6.9% | +1.3% | -4.2% |
| 30D | -10.4% | +4.1% | -14.6% | -11.2% |
| 3M | -15.8% | +3.7% | -19.5% | -16.6% |
| 6M | -33.4% | -1.6% | -31.8% | -33.7% |
| YTD | -41.0% | -10.2% | -30.8% | -40.5% |
| 1Y | -49.1% | -25.9% | -23.2% | -46.7% |
| 3Y | -59.8% | +235.6% | -295.4% | -72.5% |
| 5Y | -75.5% | +110.6% | -186.0% | -84.0% |
| All | -75.5% | +111.2% | -186.7% | -84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling