+201.3%
ICE vs SEI
+644.4%
-443.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.1% | -4.1% | +0.7% |
| 7D | -2.4% | +22.6% | -25.0% | -3.6% |
| 30D | +4.0% | +9.1% | -5.1% | +3.3% |
| 3M | +13.7% | -11.3% | +25.0% | +13.8% |
| 6M | +0.9% | +22.0% | -21.1% | -1.7% |
| YTD | -2.1% | +47.3% | -49.4% | -6.4% |
| 1Y | -9.5% | +124.8% | -134.3% | -17.0% |
| 3Y | +42.1% | +591.3% | -549.2% | +11.3% |
| 5Y | +41.4% | +1,008.2% | -966.8% | +2.4% |
| All | +201.3% | +644.4% | -443.1% | +113.6% |
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