-75.5%
NKE vs SPY
+79.8%
-155.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.3% |
| 7D | -5.5% | -2.0% | -3.6% | -3.5% |
| 30D | -10.4% | -1.7% | -8.8% | -8.8% |
| 3M | -15.8% | +4.7% | -20.5% | -20.1% |
| 6M | -33.4% | +12.5% | -45.9% | -41.7% |
| YTD | -41.0% | +11.7% | -52.7% | -47.9% |
| 1Y | -49.1% | +17.5% | -66.5% | -57.6% |
| 3Y | -59.8% | +76.6% | -136.4% | -79.4% |
| 5Y | -75.5% | +82.0% | -157.5% | -87.9% |
| All | -75.5% | +79.8% | -155.2% | -87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling