+88.3%
EXPE vs SEI
+1,021.5%
-933.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.8% | -6.5% | -1.2% |
| 7D | -11.5% | +28.2% | -39.7% | -13.7% |
| 30D | -13.1% | +15.5% | -28.5% | -14.5% |
| 3M | +18.1% | -1.4% | +19.5% | +17.1% |
| 6M | +13.3% | +37.4% | -24.2% | +6.9% |
| YTD | -3.2% | +47.8% | -51.0% | -10.0% |
| 1Y | +26.1% | +174.3% | -148.2% | +6.5% |
| 3Y | +151.7% | +598.5% | -446.8% | +72.5% |
| 5Y | +88.3% | +1,026.2% | -937.9% | +10.3% |
| All | +88.3% | +1,021.5% | -933.2% | +10.3% |
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