+57.4%
EWZ vs SEI
+507.3%
-449.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.4% | -4.1% | -1.3% |
| 7D | +6.5% | +10.2% | -3.7% | +4.8% |
| 30D | +4.8% | -1.0% | +5.9% | +4.7% |
| 3M | +9.9% | -27.9% | +37.8% | +14.2% |
| 6M | +1.9% | +10.4% | -8.4% | -2.1% |
| YTD | +20.3% | +20.1% | +0.2% | +13.0% |
| 1Y | +35.6% | +109.7% | -74.1% | +13.6% |
| 3Y | +43.4% | +458.6% | -415.2% | -13.5% |
| 5Y | +55.9% | +775.3% | -719.3% | -22.2% |
| All | +57.4% | +507.3% | -449.9% | -25.7% |
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