-33.7%
CMCSA vs SEI
+594.6%
-628.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.1% | -5.0% | +0.1% |
| 7D | -4.9% | +22.6% | -27.5% | -5.0% |
| 30D | -1.1% | +9.1% | -10.2% | -1.1% |
| 3M | +6.6% | -11.3% | +17.9% | +7.0% |
| 6M | -15.5% | +22.0% | -37.5% | -16.0% |
| YTD | -6.7% | +47.3% | -53.9% | -8.1% |
| 1Y | -15.6% | +124.8% | -140.4% | -18.8% |
| 3Y | -33.7% | +591.3% | -625.0% | -44.7% |
| All | -33.7% | +594.6% | -628.3% | -44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling