+290.8%
CBOE vs SEI
+647.2%
-356.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.8% | -6.3% | -0.6% |
| 7D | -0.8% | +28.2% | -29.0% | -1.2% |
| 30D | +2.7% | +15.5% | -12.8% | +2.4% |
| 3M | +0.7% | -1.4% | +2.1% | +0.7% |
| 6M | -2.0% | +37.4% | -39.4% | -3.1% |
| YTD | +17.1% | +47.8% | -30.7% | +15.3% |
| 1Y | +26.5% | +174.3% | -147.8% | +21.3% |
| 3Y | +96.1% | +598.5% | -502.3% | +71.8% |
| 5Y | +149.3% | +1,026.2% | -876.9% | +102.8% |
| All | +290.8% | +647.2% | -356.4% | +206.8% |
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