+366.7%
NKE vs SPYM
+820.0%
-453.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.5% |
| 7D | -2.3% | -0.4% | -2.0% | -2.0% |
| 30D | -10.4% | -1.4% | -9.0% | -9.2% |
| 3M | -15.5% | +3.7% | -19.2% | -18.3% |
| 6M | -32.6% | +13.0% | -45.7% | -39.9% |
| YTD | -39.8% | +12.5% | -52.3% | -46.1% |
| 1Y | -47.6% | +18.6% | -66.2% | -55.3% |
| 3Y | -59.0% | +78.0% | -137.0% | -75.9% |
| 5Y | -74.9% | +82.3% | -157.2% | -85.4% |
| 10Y | -21.9% | +322.9% | -344.8% | -77.5% |
| All | +366.7% | +820.0% | -453.3% | -28.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling