+611.2%
GOOG vs SEI
+647.2%
-36.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.8% | -7.9% | -2.8% |
| 7D | -1.6% | +28.2% | -29.8% | -4.6% |
| 30D | -7.7% | +15.5% | -23.1% | -9.6% |
| 3M | -9.3% | -1.4% | -7.9% | -10.2% |
| 6M | +7.4% | +37.4% | -30.0% | +1.5% |
| YTD | +4.9% | +47.8% | -43.0% | -2.6% |
| 1Y | +37.2% | +174.3% | -137.1% | +17.1% |
| 3Y | +141.6% | +598.5% | -456.9% | +70.6% |
| 5Y | +128.8% | +1,026.2% | -897.5% | +45.2% |
| All | +611.2% | +647.2% | -36.0% | +341.6% |
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 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