-35.2%
NKE vs SPOT
+218.6%
-253.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.8% | -0.3% |
| 7D | -0.1% | -2.9% | +2.8% | +0.5% |
| 30D | -7.7% | +8.3% | -16.0% | -9.1% |
| 3M | -10.9% | +5.1% | -16.0% | -12.0% |
| 6M | -31.9% | -6.5% | -25.4% | -31.5% |
| YTD | -38.6% | -9.0% | -29.7% | -38.3% |
| 1Y | -46.9% | -26.4% | -20.5% | -44.5% |
| 3Y | -58.2% | +240.0% | -298.2% | -69.9% |
| 5Y | -74.0% | +111.7% | -185.7% | -80.8% |
| All | -35.2% | +218.6% | -253.9% | -59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling