-48.9%
NKE vs SEI
+134.3%
-183.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.1% | -4.6% | +0.6% |
| 7D | -4.2% | +22.6% | -26.7% | -3.9% |
| 30D | -8.2% | +9.1% | -17.3% | -8.0% |
| 3M | -19.1% | -11.3% | -7.7% | -18.4% |
| 6M | -32.6% | +22.0% | -54.7% | -33.4% |
| YTD | -40.7% | +47.3% | -88.0% | -42.4% |
| 1Y | -48.9% | +124.8% | -173.6% | -55.2% |
| All | -48.9% | +134.3% | -183.1% | -55.2% |
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