The data left over would be deleted automatically by the Diagnostic Server after the retention days, however, you could purge them manually by the following script:
delete from spotlight_playback_alarms where pb_me_name = '<sql server name>_sqlserver'
delete from spotlight_playback_data where pb_me_name = '<sql server name>_sqlserver'
delete from spotlight_playback_states where pb_me_name = '<sql server name>_sqlserver'