-13.0%
EFX vs SEI
+560.9%
-573.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.2% | +5.2% | -0.1% |
| 7D | -11.1% | +20.7% | -31.8% | -11.0% |
| 30D | -7.4% | +9.1% | -16.5% | -7.3% |
| 3M | +1.5% | -6.0% | +7.5% | +1.7% |
| 6M | -13.7% | +18.9% | -32.6% | -14.7% |
| YTD | -21.9% | +40.1% | -62.0% | -23.6% |
| 1Y | -30.8% | +120.6% | -151.4% | -34.5% |
| All | -13.0% | +560.9% | -573.9% | -25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling