+36.9%
EFX vs SEI
+644.4%
-607.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.1% | -4.5% | +0.2% |
| 7D | -4.5% | +22.6% | -27.1% | -5.9% |
| 30D | -6.1% | +9.1% | -15.2% | -6.9% |
| 3M | +6.2% | -11.3% | +17.5% | +6.3% |
| 6M | -11.2% | +22.0% | -33.2% | -14.3% |
| YTD | -21.4% | +47.3% | -68.7% | -26.0% |
| 1Y | -34.3% | +124.8% | -159.1% | -41.4% |
| 3Y | -12.5% | +591.3% | -603.8% | -36.1% |
| 5Y | -35.6% | +1,008.2% | -1,043.8% | -57.7% |
| All | +36.9% | +644.4% | -607.6% | -15.3% |
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