+123.2%
EXPE vs SEI
+507.3%
-384.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.4% | -5.1% | -2.2% |
| 7D | -9.5% | +10.2% | -19.8% | -11.0% |
| 30D | -6.6% | -1.0% | -5.6% | -6.8% |
| 3M | +31.4% | -27.9% | +59.3% | +35.9% |
| 6M | +35.2% | +10.4% | +24.8% | +28.1% |
| YTD | +5.8% | +20.1% | -14.3% | -2.3% |
| 1Y | +38.7% | +109.7% | -71.1% | +12.5% |
| 3Y | +175.8% | +458.6% | -282.8% | +61.0% |
| 5Y | +111.8% | +775.3% | -663.4% | +1.6% |
| All | +123.2% | +507.3% | -384.1% | -0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling