+44.3%
EXPE vs SEI
+864.7%
-820.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.7% | -2.4% | +2.1% |
| 7D | -17.8% | +12.4% | -30.2% | -18.4% |
| 30D | -3.2% | -18.3% | +15.0% | -2.4% |
| 3M | -19.0% | +10.4% | -29.4% | -20.9% |
| 6M | +17.7% | -12.9% | +30.6% | +16.6% |
| YTD | -7.8% | +41.8% | -49.6% | -15.0% |
| 1Y | -1.4% | +30.3% | -31.6% | -8.5% |
| 3Y | +121.9% | +697.3% | -575.4% | +45.7% |
| 5Y | +44.3% | +877.0% | -832.7% | -17.8% |
| All | +44.3% | +864.7% | -820.4% | -17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling