+72.4%
IBM vs SEI
+565.9%
-493.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +16.3% | -17.5% | -1.5% |
| 7D | +0.3% | +28.8% | -28.5% | -0.3% |
| 30D | -1.5% | +10.4% | -11.8% | -1.8% |
| 3M | -16.8% | -11.4% | -5.3% | -16.7% |
| 6M | -9.0% | +31.2% | -40.2% | -10.9% |
| YTD | -20.1% | +39.7% | -59.8% | -22.1% |
| 1Y | -7.0% | +149.0% | -156.0% | -11.9% |
| 3Y | +72.4% | +560.2% | -487.8% | +47.5% |
| All | +72.4% | +565.9% | -493.5% | +47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling