-48.9%
NKE vs SE
-45.5%
-3.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.6% |
| 7D | -4.2% | -5.2% | +1.1% | -3.6% |
| 30D | -8.2% | -17.1% | +8.9% | -6.2% |
| 3M | -19.1% | +24.0% | -43.1% | -21.6% |
| 6M | -32.6% | +21.0% | -53.6% | -34.8% |
| YTD | -40.7% | -16.7% | -24.0% | -42.3% |
| 1Y | -48.9% | -45.9% | -2.9% | -49.3% |
| All | -48.9% | -45.5% | -3.3% | -49.3% |
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