-6.7%
EFX vs SEI
+18.6%
-25.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -16.9% | +19.3% | -0.7% |
| 7D | +9.2% | -16.4% | +25.6% | +6.2% |
| 30D | +34.8% | -22.9% | +57.7% | +30.7% |
| 3M | +8.8% | -0.3% | +9.1% | +10.9% |
| 6M | +12.3% | -22.3% | +34.6% | +13.3% |
| YTD | -10.6% | +26.2% | -36.8% | -10.6% |
| 1Y | -6.7% | +8.2% | -15.0% | -6.4% |
| All | -6.7% | +18.6% | -25.3% | -6.4% |
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