-33.4%
NKE vs SEI
+30.8%
-64.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.2% | +3.2% | -2.2% |
| 7D | -5.5% | +20.7% | -26.2% | -4.5% |
| 30D | -10.4% | +9.1% | -19.6% | -10.0% |
| 3M | -15.8% | -6.0% | -9.8% | -15.4% |
| 6M | -33.4% | +18.9% | -52.4% | -37.0% |
| All | -33.4% | +30.8% | -64.2% | -37.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling