+239.5%
CSX vs SEI
+616.9%
-377.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.7% | -3.1% | +1.1% |
| 7D | -0.3% | +12.4% | -12.7% | -1.9% |
| 30D | +8.7% | -18.3% | +27.0% | +10.1% |
| 3M | +4.2% | +10.4% | -6.2% | +1.0% |
| 6M | +16.7% | -12.9% | +29.6% | +15.1% |
| YTD | +44.5% | +41.8% | +2.6% | +31.5% |
| 1Y | +50.3% | +30.3% | +20.0% | +37.7% |
| 3Y | +76.3% | +697.3% | -621.0% | +7.9% |
| 5Y | +58.1% | +877.0% | -818.8% | -13.0% |
| All | +239.5% | +616.9% | -377.4% | +79.9% |
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