+116.7%
IEFA vs SEI
+608.3%
-491.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.2% | +4.3% | -0.4% |
| 7D | -2.4% | +20.7% | -23.1% | -4.5% |
| 30D | -2.1% | +9.1% | -11.2% | -3.4% |
| 3M | +5.5% | -6.0% | +11.5% | +5.1% |
| 6M | +8.1% | +18.9% | -10.8% | +4.4% |
| YTD | +11.9% | +40.1% | -28.2% | +5.5% |
| 1Y | +18.1% | +120.6% | -102.6% | +4.9% |
| 3Y | +65.5% | +562.1% | -496.7% | +18.0% |
| 5Y | +50.1% | +954.5% | -904.4% | -4.8% |
| All | +116.7% | +608.3% | -491.6% | +32.7% |
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