+239.8%
ADP vs SEI
+644.4%
-404.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.1% | -4.1% | +0.7% |
| 7D | -2.8% | +22.6% | -25.3% | -4.2% |
| 30D | +0.2% | +9.1% | -8.9% | -0.6% |
| 3M | +20.5% | -11.3% | +31.8% | +20.6% |
| 6M | +28.8% | +22.0% | +6.7% | +24.2% |
| YTD | +6.6% | +47.3% | -40.6% | +0.4% |
| 1Y | -6.9% | +124.8% | -131.7% | -17.0% |
| 3Y | +16.1% | +591.3% | -575.1% | -16.2% |
| 5Y | +49.3% | +1,008.2% | -958.9% | -4.4% |
| All | +239.8% | +644.4% | -404.6% | +105.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling