+120.6%
IBM vs SEI
+1,021.5%
-900.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.8% | -2.4% | +3.1% |
| 7D | +3.6% | +28.2% | -24.7% | +2.5% |
| 30D | +1.5% | +15.5% | -13.9% | +0.8% |
| 3M | -12.9% | -1.4% | -11.5% | -13.3% |
| 6M | -3.9% | +37.4% | -41.3% | -6.6% |
| YTD | -17.3% | +47.8% | -65.2% | -20.3% |
| 1Y | -5.0% | +174.3% | -179.3% | -12.2% |
| 3Y | +78.2% | +598.5% | -520.3% | +46.3% |
| 5Y | +120.6% | +1,026.2% | -905.6% | +66.7% |
| All | +120.6% | +1,021.5% | -900.9% | +66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling