+188.9%
EQIX vs SEI
+644.4%
-455.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.1% | -3.7% | +1.0% |
| 7D | +0.2% | +22.6% | -22.4% | -1.2% |
| 30D | -2.5% | +9.1% | -11.6% | -3.2% |
| 3M | 0.0% | -11.3% | +11.3% | +0.1% |
| 6M | +7.6% | +22.0% | -14.4% | +5.2% |
| YTD | +37.5% | +47.3% | -9.8% | +32.4% |
| 1Y | +32.9% | +124.8% | -91.9% | +24.0% |
| 3Y | +42.8% | +591.3% | -548.5% | +20.5% |
| 5Y | +35.8% | +1,008.2% | -972.4% | +10.4% |
| All | +188.9% | +644.4% | -455.5% | +125.8% |
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