+220.5%
CSX vs SEI
+606.2%
-385.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +16.3% | -17.1% | -2.9% |
| 7D | +0.6% | +28.8% | -28.2% | -2.8% |
| 30D | -2.3% | +10.4% | -12.6% | -3.8% |
| 3M | +4.3% | -11.4% | +15.7% | +4.4% |
| 6M | +23.4% | +31.2% | -7.8% | +16.3% |
| YTD | +36.4% | +39.7% | -3.3% | +26.3% |
| 1Y | +53.0% | +149.0% | -95.9% | +28.5% |
| 3Y | +70.6% | +560.2% | -489.6% | +9.6% |
| 5Y | +65.5% | +955.7% | -890.2% | -9.8% |
| All | +220.5% | +606.2% | -385.7% | +72.8% |
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