-21.6%
GRAB vs SEI
+26.0%
-47.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.1% | -3.8% | +1.1% |
| 7D | -10.8% | +22.6% | -33.4% | -11.7% |
| 30D | -15.5% | +9.1% | -24.6% | -15.7% |
| 3M | -9.0% | -11.3% | +2.4% | -7.8% |
| 6M | -21.6% | +22.0% | -43.6% | -26.5% |
| All | -21.6% | +26.0% | -47.6% | -26.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling