+225.5%
HOOD vs SEI
+738.5%
-513.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.2% | +3.5% | -0.4% |
| 7D | -9.1% | +20.7% | -29.8% | -13.7% |
| 30D | +20.1% | +9.1% | +11.0% | +16.4% |
| 3M | +31.2% | -6.0% | +37.2% | +30.4% |
| 6M | +44.3% | +18.9% | +25.4% | +34.1% |
| YTD | +0.2% | +40.1% | -39.9% | -11.1% |
| 1Y | -3.5% | +120.6% | -124.1% | -23.8% |
| 3Y | +955.2% | +562.1% | +393.1% | +502.3% |
| 5Y | +175.3% | +954.5% | -779.2% | +49.3% |
| All | +225.5% | +738.5% | -513.0% | +41.2% |
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