+45.4%
ADP vs SEI
+696.4%
-651.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.7% | -4.4% | +0.5% |
| 7D | +0.9% | +12.4% | -11.5% | +1.4% |
| 30D | +11.9% | -18.3% | +30.2% | +11.6% |
| 3M | +13.7% | +10.4% | +3.3% | +14.5% |
| 6M | +46.8% | -12.9% | +59.6% | +47.8% |
| YTD | +21.8% | +41.8% | -20.1% | +21.0% |
| 1Y | +23.5% | +30.3% | -6.8% | +23.0% |
| All | +45.4% | +696.4% | -651.0% | +36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling