+1,378.6%
CIEN vs SEI
+644.4%
+734.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +5.1% | -0.6% | +3.3% |
| 7D | +8.9% | +22.6% | -13.7% | +3.6% |
| 30D | -19.1% | +9.1% | -28.2% | -21.1% |
| 3M | -21.5% | -11.3% | -10.2% | -19.8% |
| 6M | +2.8% | +22.0% | -19.2% | -2.1% |
| YTD | +49.5% | +47.3% | +2.2% | +36.4% |
| 1Y | +163.8% | +124.8% | +39.0% | +121.1% |
| 3Y | +615.8% | +591.3% | +24.6% | +369.6% |
| 5Y | +548.4% | +1,008.2% | -459.8% | +271.4% |
| All | +1,378.6% | +644.4% | +734.2% | +732.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling