+141.3%
IBM vs SEI
+507.3%
-366.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.4% | -3.4% | -0.2% |
| 7D | -0.3% | +10.2% | -10.5% | -1.2% |
| 30D | +0.3% | -1.0% | +1.3% | +0.2% |
| 3M | -21.6% | -27.9% | +6.3% | -20.0% |
| 6M | -4.7% | +10.4% | -15.1% | -7.8% |
| YTD | -19.1% | +20.1% | -39.2% | -22.9% |
| 1Y | -2.5% | +109.7% | -112.2% | -13.8% |
| 3Y | +74.2% | +458.6% | -384.5% | +24.2% |
| 5Y | +113.1% | +775.3% | -662.1% | +33.5% |
| All | +141.3% | +507.3% | -366.0% | +48.2% |
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