+103.6%
CSCO vs SEI
+864.7%
-761.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.7% | -2.1% | +2.1% |
| 7D | -2.8% | +12.4% | -15.2% | -4.1% |
| 30D | -12.6% | -18.3% | +5.6% | -11.3% |
| 3M | -16.0% | +10.4% | -26.4% | -17.7% |
| 6M | +2.8% | -12.9% | +15.7% | +2.7% |
| YTD | +33.2% | +41.8% | -8.6% | +26.0% |
| 1Y | +43.1% | +30.3% | +12.8% | +36.0% |
| 3Y | +106.7% | +697.3% | -590.7% | +58.6% |
| 5Y | +103.6% | +877.0% | -773.4% | +52.7% |
| All | +103.6% | +864.7% | -761.1% | +52.7% |
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