-24.0%
NKE vs SPYM
+325.3%
-349.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.4% | -0.4% |
| 7D | -4.2% | -0.8% | -3.4% | -3.4% |
| 30D | -8.2% | -1.1% | -7.1% | -7.1% |
| 3M | -19.1% | +3.9% | -23.0% | -22.3% |
| 6M | -32.6% | +13.6% | -46.3% | -41.2% |
| YTD | -40.7% | +12.7% | -53.4% | -47.8% |
| 1Y | -48.9% | +17.6% | -66.4% | -57.0% |
| 3Y | -59.2% | +77.2% | -136.5% | -77.8% |
| 5Y | -75.3% | +84.1% | -159.5% | -87.0% |
| All | -24.0% | +325.3% | -349.3% | -81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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