-24.0%
NKE vs SPY
+322.5%
-346.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | -0.4% |
| 7D | -4.2% | -0.8% | -3.4% | -3.4% |
| 30D | -8.2% | -1.1% | -7.1% | -7.2% |
| 3M | -19.1% | +3.9% | -22.9% | -22.4% |
| 6M | -32.6% | +13.6% | -46.2% | -41.2% |
| YTD | -40.7% | +12.7% | -53.4% | -47.8% |
| 1Y | -48.9% | +17.5% | -66.4% | -57.0% |
| 3Y | -59.2% | +76.9% | -136.1% | -77.9% |
| 5Y | -75.3% | +83.6% | -158.9% | -87.0% |
| All | -24.0% | +322.5% | -346.5% | -81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling