+107.7%
COST vs SEI
+999.8%
-892.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.1% | -4.8% | +0.2% |
| 7D | -1.2% | +22.6% | -23.8% | -1.4% |
| 30D | -4.7% | +9.1% | -13.8% | -4.8% |
| 3M | -7.1% | -11.3% | +4.2% | -6.9% |
| 6M | -8.5% | +22.0% | -30.6% | -9.1% |
| YTD | +5.4% | +47.3% | -41.9% | +4.2% |
| 1Y | -5.6% | +124.8% | -130.4% | -7.9% |
| 3Y | +68.5% | +591.3% | -522.8% | +56.7% |
| All | +107.7% | +999.8% | -892.1% | +92.2% |
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