+140.4%
IBM vs SEI
+608.3%
-467.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.2% | +2.7% | -2.0% |
| 7D | -0.3% | +20.7% | -20.9% | -2.2% |
| 30D | -1.8% | +9.1% | -11.0% | -2.9% |
| 3M | -13.5% | -6.0% | -7.5% | -14.1% |
| 6M | -5.1% | +18.9% | -24.0% | -8.8% |
| YTD | -19.4% | +40.1% | -59.5% | -24.4% |
| 1Y | -6.5% | +120.6% | -127.2% | -17.5% |
| 3Y | +73.8% | +562.1% | -488.3% | +21.7% |
| 5Y | +116.3% | +954.5% | -838.1% | +32.6% |
| All | +140.4% | +608.3% | -467.9% | +45.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling