+329.2%
CSCO vs SEI
+647.2%
-318.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.8% | -5.6% | -0.5% |
| 7D | 0.0% | +28.2% | -28.3% | -3.4% |
| 30D | -10.7% | +15.5% | -26.2% | -12.7% |
| 3M | -8.7% | -1.4% | -7.4% | -9.6% |
| 6M | +44.9% | +37.4% | +7.5% | +36.8% |
| YTD | +44.1% | +47.8% | -3.7% | +34.2% |
| 1Y | +65.9% | +174.3% | -108.4% | +40.7% |
| 3Y | +109.0% | +598.5% | -489.5% | +44.5% |
| 5Y | +114.8% | +1,026.2% | -911.5% | +30.2% |
| All | +329.2% | +647.2% | -318.0% | +150.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling