+287.3%
CME vs SEI
+605.9%
-318.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +0.8% |
| 7D | +3.9% | +10.5% | -6.5% | +3.6% |
| 30D | +11.3% | -8.0% | +19.4% | +11.3% |
| 3M | +19.6% | +6.7% | +12.8% | +18.7% |
| 6M | +8.1% | -17.0% | +25.1% | +7.9% |
| YTD | +20.4% | +39.7% | -19.3% | +16.6% |
| 1Y | +16.5% | +43.2% | -26.7% | +12.4% |
| 3Y | +66.4% | +676.3% | -609.9% | +33.5% |
| 5Y | +74.5% | +891.0% | -816.6% | +30.6% |
| All | +287.3% | +605.9% | -318.6% | +171.9% |
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