+314.7%
SPY vs NKE
-22.6%
+337.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | -0.8% | -4.2% | +3.4% | +0.6% |
| 30D | -1.1% | -8.2% | +7.1% | +1.5% |
| 3M | +3.9% | -19.1% | +22.9% | +10.5% |
| 6M | +13.6% | -32.6% | +46.2% | +27.2% |
| YTD | +12.7% | -40.7% | +53.4% | +31.2% |
| 1Y | +17.5% | -48.9% | +66.4% | +42.7% |
| 3Y | +76.9% | -59.2% | +136.1% | +121.3% |
| 5Y | +83.6% | -75.3% | +158.9% | +174.3% |
| All | +314.7% | -22.6% | +337.4% | +309.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NKE.
Daily Out/Under-Performance
Portfolio return minus NKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NKE 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 NKE 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