+114.8%
CSCO vs SEI
+1,021.5%
-906.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.8% | -5.6% | -0.3% |
| 7D | 0.0% | +28.2% | -28.3% | -2.7% |
| 30D | -10.7% | +15.5% | -26.2% | -12.2% |
| 3M | -8.7% | -1.4% | -7.4% | -9.3% |
| 6M | +44.9% | +37.4% | +7.5% | +38.9% |
| YTD | +44.1% | +47.8% | -3.7% | +36.8% |
| 1Y | +65.9% | +174.3% | -108.4% | +47.2% |
| 3Y | +109.0% | +598.5% | -489.5% | +63.3% |
| 5Y | +114.8% | +1,026.2% | -911.5% | +54.1% |
| All | +114.8% | +1,021.5% | -906.8% | +54.1% |
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