+39.0%
EFX vs SEI
+606.2%
-567.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +16.3% | -19.4% | -4.1% |
| 7D | -7.8% | +28.8% | -36.7% | -9.5% |
| 30D | -5.7% | +10.4% | -16.1% | -6.6% |
| 3M | +2.5% | -11.4% | +13.9% | +2.4% |
| 6M | -16.7% | +31.2% | -47.9% | -20.3% |
| YTD | -20.2% | +39.7% | -59.9% | -24.6% |
| 1Y | -31.4% | +149.0% | -180.4% | -39.6% |
| 3Y | -10.5% | +560.2% | -570.7% | -34.4% |
| 5Y | -35.2% | +955.7% | -990.9% | -57.3% |
| All | +39.0% | +606.2% | -567.2% | -13.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling