+122.3%
EXPE vs SEI
+696.4%
-574.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.7% | -2.4% | +2.2% |
| 7D | -17.8% | +12.4% | -30.2% | -18.0% |
| 30D | -3.2% | -18.3% | +15.0% | -2.7% |
| 3M | -19.0% | +10.4% | -29.4% | -20.2% |
| 6M | +17.7% | -12.9% | +30.6% | +17.3% |
| YTD | -7.8% | +41.8% | -49.6% | -13.4% |
| 1Y | -1.4% | +30.3% | -31.6% | -6.8% |
| All | +122.3% | +696.4% | -574.1% | +67.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling