-31.7%
NKE vs SE
-48.0%
+16.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.5% | +0.8% | +4.7% |
| 7D | +9.0% | +6.7% | +2.3% | +8.2% |
| 30D | +19.2% | -17.2% | +36.4% | +21.8% |
| 3M | -1.5% | -28.0% | +26.6% | +2.0% |
| 6M | -4.2% | -6.1% | +1.9% | -4.5% |
| YTD | -34.8% | -37.1% | +2.4% | -34.7% |
| 1Y | -31.7% | -48.8% | +17.1% | -33.0% |
| All | -31.7% | -48.0% | +16.3% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 1y: compounded portfolio wealth divided by compounded SE 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…
1y analysis · Full analysis span regression · 6 months rolling