-18.1%
NKE vs SE
+597.4%
-615.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.0% |
| 7D | -0.1% | +0.6% | -0.7% | -0.2% |
| 30D | -7.7% | -0.1% | -7.6% | -8.0% |
| 3M | -10.9% | +34.1% | -45.1% | -15.6% |
| 6M | -31.9% | +23.2% | -55.1% | -34.7% |
| YTD | -38.6% | -11.2% | -27.5% | -38.3% |
| 1Y | -46.9% | -40.5% | -6.4% | -43.3% |
| 3Y | -58.2% | +196.3% | -254.5% | -66.8% |
| 5Y | -74.0% | -67.0% | -7.0% | -73.4% |
| All | -18.1% | +597.4% | -615.5% | -50.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling