-31.7%
NKE vs SEI
+18.6%
-50.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -16.9% | +22.1% | +4.2% |
| 7D | +9.0% | -16.4% | +25.4% | +8.0% |
| 30D | +19.2% | -22.9% | +42.1% | +18.0% |
| 3M | -1.5% | -0.3% | -1.2% | -1.4% |
| 6M | -4.2% | -22.3% | +18.1% | -4.1% |
| YTD | -34.8% | +26.2% | -60.9% | -35.5% |
| 1Y | -31.7% | +8.2% | -39.9% | -31.5% |
| All | -31.7% | +18.6% | -50.3% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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