+202.0%
ICE vs SEI
+606.2%
-404.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +16.3% | -18.5% | -3.1% |
| 7D | -1.2% | +28.8% | -30.0% | -2.6% |
| 30D | +5.0% | +10.4% | -5.4% | +4.2% |
| 3M | +13.9% | -11.4% | +25.3% | +13.8% |
| 6M | -4.4% | +31.2% | -35.6% | -7.5% |
| YTD | -1.9% | +39.7% | -41.6% | -5.9% |
| 1Y | -8.1% | +149.0% | -157.1% | -16.6% |
| 3Y | +42.5% | +560.2% | -517.7% | +11.9% |
| 5Y | +40.6% | +955.7% | -915.0% | +2.1% |
| All | +202.0% | +606.2% | -404.2% | +114.7% |
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 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