+241.9%
EWY vs SEI
+644.4%
-402.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.1% | -1.8% | +2.4% |
| 7D | -0.1% | +22.6% | -22.7% | -3.6% |
| 30D | +7.3% | +9.1% | -1.8% | +5.4% |
| 3M | -5.1% | -11.3% | +6.2% | -3.8% |
| 6M | +42.1% | +22.0% | +20.0% | +37.4% |
| YTD | +94.1% | +47.3% | +46.8% | +82.2% |
| 1Y | +147.8% | +124.8% | +23.1% | +118.3% |
| 3Y | +222.9% | +591.3% | -368.4% | +122.4% |
| 5Y | +150.6% | +1,008.2% | -857.6% | +50.4% |
| All | +241.9% | +644.4% | -402.5% | +97.0% |
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