+155.6%
IBM vs SEI
+605.9%
-450.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.1% |
| 7D | +1.6% | +10.5% | -8.9% | +0.6% |
| 30D | +9.2% | -8.0% | +17.2% | +9.3% |
| 3M | +4.9% | +6.7% | -1.8% | +3.0% |
| 6M | +16.8% | -17.0% | +33.8% | +16.2% |
| YTD | -14.3% | +39.7% | -53.9% | -20.4% |
| 1Y | -16.7% | +43.2% | -59.9% | -23.1% |
| 3Y | +82.2% | +676.3% | -594.1% | +23.6% |
| 5Y | +149.9% | +891.0% | -741.1% | +53.9% |
| All | +155.6% | +605.9% | -450.3% | +53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling