+82.7%
ASML vs SEI
+889.7%
-807.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +0.9% | +0.1% |
| 7D | +4.9% | +10.5% | -5.5% | +2.9% |
| 30D | -9.3% | -8.0% | -1.2% | -8.4% |
| 3M | -19.0% | +6.7% | -25.7% | -21.1% |
| 6M | -5.2% | -17.0% | +11.8% | -3.9% |
| YTD | +40.6% | +39.7% | +0.9% | +30.0% |
| 1Y | +47.5% | +43.2% | +4.3% | +35.6% |
| 3Y | +133.9% | +676.3% | -542.5% | +57.0% |
| All | +82.7% | +889.7% | -807.0% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling