-74.7%
NKE vs SPXU
-86.1%
+11.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | -0.4% |
| 7D | -4.2% | +2.5% | -6.6% | -3.3% |
| 30D | -8.2% | +4.2% | -12.4% | -6.7% |
| 3M | -19.1% | -9.3% | -9.8% | -21.4% |
| 6M | -32.6% | -30.7% | -1.9% | -40.1% |
| YTD | -40.7% | -28.1% | -12.6% | -46.2% |
| 1Y | -48.9% | -35.2% | -13.6% | -55.1% |
| 3Y | -59.2% | -79.9% | +20.7% | -74.7% |
| All | -74.7% | -86.1% | +11.4% | -83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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