-2.8%
EXPE vs SEI
+35.9%
-38.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.3% |
| 7D | -0.5% | +10.5% | -10.9% | +0.4% |
| 30D | -6.1% | -8.0% | +1.9% | -6.2% |
| 3M | -21.3% | +6.7% | -28.0% | -20.4% |
| 6M | +19.0% | -17.0% | +36.0% | +21.8% |
| YTD | -8.4% | +39.7% | -48.1% | -12.0% |
| 1Y | -2.8% | +43.2% | -46.0% | -7.4% |
| All | -2.8% | +35.9% | -38.7% | -7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling