+1,112.0%
ASML vs SEI
+584.5%
+527.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.1% |
| 7D | -2.9% | -10.8% | +8.0% | -1.0% |
| 30D | -15.2% | -19.0% | +3.8% | -12.3% |
| 3M | -12.9% | +5.8% | -18.7% | -15.1% |
| 6M | -5.0% | -14.9% | +9.8% | -3.9% |
| YTD | +41.8% | +35.4% | +6.4% | +31.2% |
| 1Y | +46.0% | +23.9% | +22.2% | +36.6% |
| 3Y | +133.5% | +661.3% | -527.8% | +46.5% |
| 5Y | +93.0% | +822.2% | -729.2% | +11.4% |
| All | +1,112.0% | +584.5% | +527.5% | +547.8% |
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 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