+32.1%
EWZ vs SEI
+613.6%
-581.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.6% | -2.0% |
| 7D | +0.1% | +27.6% | -27.5% | -3.7% |
| 30D | -25.9% | -17.1% | -8.7% | -24.8% |
| 3M | -6.1% | +4.6% | -10.7% | -9.0% |
| 6M | -16.1% | -15.1% | -1.0% | -17.0% |
| YTD | +1.0% | +41.2% | -40.2% | -9.5% |
| 1Y | 0.0% | +37.5% | -37.6% | -10.6% |
| 3Y | +16.8% | +693.7% | -676.8% | -35.5% |
| 5Y | +52.1% | +901.7% | -849.7% | -26.7% |
| All | +32.1% | +613.6% | -581.4% | -40.5% |
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