+249.4%
ADP vs SEI
+507.3%
-257.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.4% | -5.5% | -2.3% |
| 7D | -3.4% | +10.2% | -13.7% | -4.1% |
| 30D | +2.8% | -1.0% | +3.8% | +2.7% |
| 3M | +20.9% | -27.9% | +48.9% | +22.8% |
| 6M | +29.9% | +10.4% | +19.5% | +25.9% |
| YTD | +9.6% | +20.1% | -10.5% | +4.8% |
| 1Y | -5.3% | +109.7% | -115.0% | -15.7% |
| 3Y | +16.5% | +458.6% | -442.2% | -14.6% |
| 5Y | +49.4% | +775.3% | -725.9% | -2.4% |
| All | +249.4% | +507.3% | -257.9% | +115.0% |
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 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