+626.5%
GOOG vs SEI
+644.4%
-17.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.1% | -3.6% | +0.9% |
| 7D | 0.0% | +22.6% | -22.5% | -2.6% |
| 30D | -2.0% | +9.1% | -11.1% | -3.4% |
| 3M | -5.9% | -11.3% | +5.5% | -5.5% |
| 6M | +8.9% | +22.0% | -13.1% | +4.4% |
| YTD | +7.1% | +47.3% | -40.2% | -0.4% |
| 1Y | +39.7% | +124.8% | -85.1% | +22.3% |
| 3Y | +145.8% | +591.3% | -445.4% | +73.8% |
| 5Y | +138.6% | +1,008.2% | -869.6% | +51.7% |
| All | +626.5% | +644.4% | -17.9% | +351.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling