+27.9%
D vs SEI
+507.3%
-479.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.4% | -3.9% | -0.6% |
| 7D | +1.5% | +10.2% | -8.8% | +1.0% |
| 30D | -2.6% | -1.0% | -1.6% | -2.6% |
| 3M | 0.0% | -27.9% | +27.9% | +1.0% |
| 6M | +7.4% | +10.4% | -3.0% | +6.0% |
| YTD | +15.9% | +20.1% | -4.3% | +13.6% |
| 1Y | +18.1% | +109.7% | -91.6% | +11.8% |
| 3Y | +58.4% | +458.6% | -400.2% | +34.0% |
| 5Y | +5.2% | +775.3% | -770.1% | -15.9% |
| All | +27.9% | +507.3% | -479.4% | -4.7% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling