+18.9%
COMP vs SEI
+105.8%
-86.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.4% | -2.9% | +0.3% |
| 7D | +1.4% | +10.2% | -8.9% | +0.7% |
| 30D | -13.3% | -1.0% | -12.3% | -13.4% |
| 3M | +41.1% | -27.9% | +69.0% | +43.8% |
| 6M | +17.2% | +10.4% | +6.8% | +15.7% |
| YTD | +5.2% | +20.1% | -14.9% | +4.0% |
| 1Y | +18.9% | +109.7% | -90.8% | +21.9% |
| All | +18.9% | +105.8% | -86.9% | +21.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling