-20.9%
NKE vs SE
+553.8%
-574.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.7% |
| 7D | -4.2% | -5.2% | +1.1% | -3.3% |
| 30D | -8.2% | -17.1% | +8.9% | -5.4% |
| 3M | -19.1% | +24.0% | -43.1% | -22.3% |
| 6M | -32.6% | +21.0% | -53.6% | -35.3% |
| YTD | -40.7% | -16.7% | -24.0% | -39.8% |
| 1Y | -48.9% | -45.9% | -2.9% | -44.5% |
| 3Y | -59.2% | +177.8% | -237.1% | -67.3% |
| 5Y | -75.3% | -67.4% | -8.0% | -74.7% |
| All | -20.9% | +553.8% | -574.7% | -51.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling