-46.7%
CMCSA vs SEI
+950.2%
-996.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.2% | +7.6% | +2.5% |
| 7D | -5.6% | +20.7% | -26.2% | -6.1% |
| 30D | -1.9% | +9.1% | -11.0% | -2.2% |
| 3M | +6.4% | -6.0% | +12.4% | +6.4% |
| 6M | -16.9% | +18.9% | -35.9% | -18.1% |
| YTD | -6.8% | +40.1% | -46.9% | -9.1% |
| 1Y | -15.9% | +120.6% | -136.5% | -20.5% |
| 3Y | -33.4% | +562.1% | -595.6% | -45.3% |
| 5Y | -46.7% | +954.5% | -1,001.2% | -59.4% |
| All | -46.7% | +950.2% | -996.8% | -59.4% |
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 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