+235.6%
CME vs SEI
+644.4%
-408.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.1% | -4.6% | +0.4% |
| 7D | -1.6% | +22.6% | -24.2% | -2.4% |
| 30D | +5.6% | +9.1% | -3.5% | +5.2% |
| 3M | +5.6% | -11.3% | +16.9% | +5.7% |
| 6M | -8.3% | +22.0% | -30.3% | -9.8% |
| YTD | +4.3% | +47.3% | -42.9% | +1.2% |
| 1Y | +9.1% | +124.8% | -115.7% | +2.7% |
| 3Y | +52.1% | +591.3% | -539.2% | +24.3% |
| 5Y | +79.7% | +1,008.2% | -928.6% | +33.3% |
| All | +235.6% | +644.4% | -408.8% | +136.2% |
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