-25.6%
EFX vs SEI
+105.8%
-131.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.4% | -9.8% | -5.9% |
| 7D | -8.6% | +10.2% | -18.9% | -7.3% |
| 30D | +0.1% | -1.0% | +1.1% | +0.2% |
| 3M | +3.8% | -27.9% | +31.8% | +2.2% |
| 6M | -13.5% | +10.4% | -23.9% | -13.5% |
| YTD | -17.7% | +20.1% | -37.8% | -17.1% |
| 1Y | -25.6% | +109.7% | -135.3% | -14.7% |
| All | -25.6% | +105.8% | -131.4% | -14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling