+158.8%
EXC vs SEI
+616.9%
-458.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.7% | -4.6% | -0.1% |
| 7D | -1.4% | +12.4% | -13.8% | -2.1% |
| 30D | +8.3% | -18.3% | +26.6% | +9.0% |
| 3M | +2.6% | +10.4% | -7.8% | +1.2% |
| 6M | +5.2% | -12.9% | +18.1% | +4.6% |
| YTD | +7.5% | +41.8% | -34.3% | +2.9% |
| 1Y | +3.2% | +30.3% | -27.1% | -1.0% |
| 3Y | +29.5% | +697.3% | -667.8% | -2.9% |
| 5Y | +39.7% | +877.0% | -837.3% | -2.3% |
| All | +158.8% | +616.9% | -458.1% | +62.4% |
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