+292.6%
ADP vs SEI
+605.9%
-313.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.7% | +0.7% |
| 7D | +2.2% | +10.5% | -8.3% | +1.6% |
| 30D | +10.6% | -8.0% | +18.6% | +10.5% |
| 3M | +12.9% | +6.7% | +6.2% | +11.2% |
| 6M | +50.6% | -17.0% | +67.7% | +49.8% |
| YTD | +23.2% | +39.7% | -16.5% | +15.4% |
| 1Y | +25.3% | +43.2% | -17.9% | +16.6% |
| 3Y | +47.1% | +676.3% | -629.2% | +3.2% |
| 5Y | +50.1% | +891.0% | -841.0% | -3.1% |
| All | +292.6% | +605.9% | -313.4% | +136.8% |
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