-74.7%
NKE vs SPXS
-86.0%
+11.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | -0.4% |
| 7D | -4.2% | +2.5% | -6.7% | -3.3% |
| 30D | -8.2% | +4.2% | -12.4% | -6.7% |
| 3M | -19.1% | -9.3% | -9.8% | -21.5% |
| 6M | -32.6% | -30.7% | -1.9% | -40.1% |
| YTD | -40.7% | -28.1% | -12.7% | -46.2% |
| 1Y | -48.9% | -35.1% | -13.8% | -55.1% |
| 3Y | -59.2% | -79.6% | +20.3% | -74.6% |
| All | -74.7% | -86.0% | +11.3% | -83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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