+67.6%
EWZ vs SEI
+924.7%
-857.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +16.3% | -14.3% | +0.4% |
| 7D | +5.6% | +28.8% | -23.3% | +2.9% |
| 30D | +9.3% | +10.4% | -1.1% | +7.9% |
| 3M | +15.7% | -11.4% | +27.1% | +16.0% |
| 6M | +7.4% | +31.2% | -23.7% | +3.1% |
| YTD | +22.7% | +39.7% | -17.0% | +16.6% |
| 1Y | +36.4% | +149.0% | -112.6% | +21.3% |
| 3Y | +50.4% | +560.2% | -509.8% | +9.9% |
| 5Y | +67.6% | +955.7% | -888.0% | +9.8% |
| All | +67.6% | +924.7% | -857.0% | +9.8% |
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 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