+139.8%
CBOE vs SEI
+999.8%
-860.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.1% | -7.3% | -2.1% |
| 7D | -5.8% | +22.6% | -28.4% | -5.1% |
| 30D | -3.1% | +9.1% | -12.2% | -2.7% |
| 3M | -4.8% | -11.3% | +6.6% | -4.4% |
| 6M | -0.6% | +22.0% | -22.6% | +0.6% |
| YTD | +12.8% | +47.3% | -34.5% | +14.6% |
| 1Y | +19.8% | +124.8% | -105.0% | +22.5% |
| 3Y | +86.9% | +591.3% | -504.3% | +90.7% |
| All | +139.8% | +999.8% | -860.0% | +135.9% |
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