-12.1%
COMP vs SEI
+867.5%
-879.6%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.7% | -2.1% |
| 7D | +8.9% | +27.6% | -18.7% | +5.0% |
| 30D | +14.0% | -17.1% | +31.1% | +15.7% |
| 3M | -21.1% | +4.6% | -25.7% | -23.7% |
| 6M | +20.1% | -15.1% | +35.2% | +18.6% |
| YTD | -5.0% | +41.2% | -46.2% | -15.6% |
| 1Y | +5.7% | +37.5% | -31.8% | -6.2% |
| 3Y | +412.2% | +693.7% | -281.4% | +135.4% |
| 5Y | -12.1% | +901.7% | -913.8% | -62.6% |
| All | -12.1% | +867.5% | -879.6% | -62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling