+271.5%
NKE vs SPXU
-100.0%
+371.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -1.5% |
| 7D | -2.3% | +1.3% | -3.6% | -1.9% |
| 30D | -10.4% | +5.1% | -15.5% | -8.8% |
| 3M | -15.5% | -9.1% | -6.3% | -17.6% |
| 6M | -32.6% | -29.6% | -3.1% | -39.1% |
| YTD | -39.8% | -27.7% | -12.1% | -44.8% |
| 1Y | -47.6% | -37.0% | -10.6% | -53.8% |
| 3Y | -59.0% | -80.2% | +21.2% | -72.8% |
| 5Y | -74.9% | -86.0% | +11.1% | -82.5% |
| 10Y | -21.9% | -99.5% | +77.6% | -73.9% |
| All | +271.5% | -100.0% | +371.5% | -46.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling