+1,910.8%
AVGO vs SEI
+606.2%
+1,304.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +16.3% | -13.3% | -0.2% |
| 7D | -0.3% | +28.8% | -29.2% | -5.4% |
| 30D | -13.8% | +10.4% | -24.2% | -16.0% |
| 3M | -6.9% | -11.4% | +4.5% | -5.9% |
| 6M | +11.9% | +31.2% | -19.3% | +3.9% |
| YTD | +6.9% | +39.7% | -32.8% | -2.8% |
| 1Y | +7.4% | +149.0% | -141.6% | -12.8% |
| 3Y | +345.6% | +560.2% | -214.6% | +188.2% |
| 5Y | +718.9% | +955.7% | -236.8% | +361.3% |
| All | +1,910.8% | +606.2% | +1,304.6% | +999.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling