+50.4%
EWJ vs SEI
+999.8%
-949.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.1% | -2.9% | +1.7% |
| 7D | +0.3% | +22.6% | -22.3% | -1.7% |
| 30D | +0.8% | +9.1% | -8.3% | -0.3% |
| 3M | +7.5% | -11.3% | +18.8% | +7.8% |
| 6M | +15.6% | +22.0% | -6.4% | +12.5% |
| YTD | +22.7% | +47.3% | -24.5% | +17.2% |
| 1Y | +26.4% | +124.8% | -98.3% | +16.2% |
| 3Y | +72.5% | +591.3% | -518.7% | +38.7% |
| All | +50.4% | +999.8% | -949.4% | +14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling