-7.1%
CMCSA vs SEI
+507.3%
-514.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.4% | -4.0% | -0.9% |
| 7D | -2.1% | +10.2% | -12.3% | -2.8% |
| 30D | +7.0% | -1.0% | +8.1% | +6.9% |
| 3M | +15.1% | -27.9% | +43.0% | +17.1% |
| 6M | -15.4% | +10.4% | -25.7% | -17.6% |
| YTD | -1.9% | +20.1% | -22.0% | -5.8% |
| 1Y | -12.7% | +109.7% | -122.4% | -21.7% |
| 3Y | -31.0% | +458.6% | -489.6% | -49.1% |
| 5Y | -46.1% | +775.3% | -821.4% | -64.4% |
| All | -7.1% | +507.3% | -514.4% | -40.8% |
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