-9.5%
ICE vs SEI
+134.3%
-143.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.1% | -4.1% | +1.4% |
| 7D | -2.4% | +22.6% | -25.0% | -0.6% |
| 30D | +4.0% | +9.1% | -5.1% | +5.1% |
| 3M | +13.7% | -11.3% | +25.0% | +13.6% |
| 6M | +0.9% | +22.0% | -21.1% | +2.3% |
| YTD | -2.1% | +47.3% | -49.4% | +0.3% |
| 1Y | -9.5% | +124.8% | -134.3% | -0.8% |
| All | -9.5% | +134.3% | -143.8% | -0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling