+33.7%
EWZ vs SEI
+584.5%
-550.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.2% |
| 7D | +1.3% | -10.8% | +12.1% | +2.5% |
| 30D | -26.2% | -19.0% | -7.1% | -24.8% |
| 3M | -8.6% | +5.8% | -14.4% | -11.6% |
| 6M | -17.0% | -14.9% | -2.2% | -18.0% |
| YTD | +2.2% | +35.4% | -33.3% | -7.9% |
| 1Y | +2.7% | +23.9% | -21.2% | -6.6% |
| 3Y | +18.2% | +661.3% | -643.1% | -34.4% |
| 5Y | +56.0% | +822.2% | -766.2% | -23.5% |
| All | +33.7% | +584.5% | -550.8% | -39.4% |
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