+1,276.6%
ASML vs SEI
+507.3%
+769.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.4% | +0.7% | +3.5% |
| 7D | +1.1% | +10.2% | -9.1% | -0.8% |
| 30D | +2.2% | -1.0% | +3.2% | +2.2% |
| 3M | -2.3% | -27.9% | +25.6% | +3.3% |
| 6M | +23.0% | +10.4% | +12.6% | +19.9% |
| YTD | +61.1% | +20.1% | +40.9% | +54.3% |
| 1Y | +129.1% | +109.7% | +19.4% | +98.5% |
| 3Y | +165.4% | +458.6% | -293.3% | +78.0% |
| 5Y | +109.5% | +775.3% | -665.8% | +23.1% |
| All | +1,276.6% | +507.3% | +769.3% | +662.1% |
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