+146.5%
IBM vs SEI
+647.2%
-500.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.8% | -2.4% | +2.8% |
| 7D | +3.6% | +28.2% | -24.7% | +1.1% |
| 30D | +1.5% | +15.5% | -13.9% | -0.1% |
| 3M | -12.9% | -1.4% | -11.5% | -13.9% |
| 6M | -3.9% | +37.4% | -41.3% | -9.1% |
| YTD | -17.3% | +47.8% | -65.2% | -22.9% |
| 1Y | -5.0% | +174.3% | -179.3% | -18.3% |
| 3Y | +78.2% | +598.5% | -520.3% | +24.2% |
| 5Y | +120.6% | +1,026.2% | -905.6% | +34.3% |
| All | +146.5% | +647.2% | -500.7% | +48.3% |
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