-22.0%
NKE vs SEI
+644.4%
-666.4%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.1% | -4.6% | 0.0% |
| 7D | -4.2% | +22.6% | -26.7% | -6.3% |
| 30D | -8.2% | +9.1% | -17.3% | -9.3% |
| 3M | -19.1% | -11.3% | -7.7% | -19.0% |
| 6M | -32.6% | +22.0% | -54.7% | -35.4% |
| YTD | -40.7% | +47.3% | -88.0% | -44.8% |
| 1Y | -48.9% | +124.8% | -173.6% | -55.2% |
| 3Y | -59.2% | +591.3% | -650.5% | -71.5% |
| 5Y | -75.3% | +1,008.2% | -1,083.6% | -84.6% |
| All | -22.0% | +644.4% | -666.4% | -50.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling