+39.0%
CBOE vs SEI
+18.6%
+20.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -16.9% | +17.2% | -1.6% |
| 7D | +7.7% | -16.4% | +24.2% | +5.9% |
| 30D | +24.4% | -22.9% | +47.3% | +21.9% |
| 3M | +20.0% | -0.3% | +20.3% | +21.6% |
| 6M | +2.4% | -22.3% | +24.7% | +3.3% |
| YTD | +38.5% | +26.2% | +12.4% | +45.9% |
| 1Y | +39.0% | +8.2% | +30.7% | +45.5% |
| All | +39.0% | +18.6% | +20.4% | +45.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling