+328.3%
CSCO vs SEI
+507.3%
-179.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.4% | -2.9% | +0.1% |
| 7D | -0.7% | +10.2% | -10.9% | -2.0% |
| 30D | -10.1% | -1.0% | -9.1% | -10.1% |
| 3M | -15.7% | -27.9% | +12.2% | -12.8% |
| 6M | +36.3% | +10.4% | +25.9% | +32.6% |
| YTD | +43.8% | +20.1% | +23.7% | +37.8% |
| 1Y | +63.9% | +109.7% | -45.8% | +44.2% |
| 3Y | +104.4% | +458.6% | -354.3% | +45.8% |
| 5Y | +111.4% | +775.3% | -663.9% | +32.9% |
| All | +328.3% | +507.3% | -179.0% | +156.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling