+20.1%
COMP vs SEI
+18.6%
+1.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -16.9% | +24.6% | +8.2% |
| 7D | +9.5% | -16.4% | +25.9% | +9.8% |
| 30D | +8.1% | -22.9% | +31.0% | +8.7% |
| 3M | -16.3% | -0.3% | -16.0% | -18.2% |
| 6M | +42.2% | -22.3% | +64.5% | +42.9% |
| YTD | -5.0% | +26.2% | -31.2% | -12.2% |
| 1Y | +20.1% | +8.2% | +11.9% | +12.9% |
| All | +20.1% | +18.6% | +1.5% | +12.9% |
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