+46.0%
ADP vs SEI
-12.7%
+58.8%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.4% |
| 7D | +0.3% | +27.6% | -27.3% | +5.8% |
| 30D | +11.6% | -17.1% | +28.7% | +8.7% |
| 3M | +15.1% | +4.6% | +10.5% | +20.0% |
| 6M | +46.0% | -15.1% | +61.1% | +46.2% |
| All | +46.0% | -12.7% | +58.8% | +46.2% |
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 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