+33.0%
EWZ vs SEI
+539.1%
-506.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +14.3% | -13.6% | -1.5% |
| 7D | -1.5% | -18.3% | +16.8% | +0.9% |
| 30D | -24.5% | -24.4% | -0.1% | -22.3% |
| 3M | -10.7% | +1.5% | -12.2% | -13.1% |
| 6M | -19.1% | -25.1% | +6.0% | -18.4% |
| YTD | +1.6% | +26.4% | -24.8% | -7.4% |
| 1Y | +4.3% | +8.9% | -4.6% | -3.1% |
| 3Y | +19.0% | +586.7% | -567.7% | -32.7% |
| 5Y | +57.7% | +717.9% | -660.2% | -20.8% |
| All | +33.0% | +539.1% | -506.2% | -39.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling