-8.7%
COMP vs SEI
+889.7%
-898.4%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +1.9% |
| 7D | 0.0% | +10.5% | -10.5% | -1.5% |
| 30D | +16.6% | -8.0% | +24.6% | +16.4% |
| 3M | -23.5% | +6.7% | -30.3% | -26.2% |
| 6M | +25.7% | -17.0% | +42.8% | +24.7% |
| YTD | -3.4% | +39.7% | -43.1% | -14.1% |
| 1Y | +7.6% | +43.2% | -35.6% | -5.2% |
| 3Y | +423.6% | +676.3% | -252.8% | +142.2% |
| All | -8.7% | +889.7% | -898.4% | -61.2% |
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 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