-3.5%
IR vs SEI
+105.8%
-109.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.4% | -2.2% | +0.9% |
| 7D | -2.8% | +10.2% | -13.1% | -3.7% |
| 30D | -15.1% | -1.0% | -14.1% | -15.2% |
| 3M | +6.1% | -27.9% | +34.0% | +8.9% |
| 6M | -16.8% | +10.4% | -27.2% | -19.2% |
| YTD | -3.5% | +20.1% | -23.7% | -7.6% |
| 1Y | -3.5% | +109.7% | -113.2% | -14.2% |
| All | -3.5% | +105.8% | -109.3% | -14.2% |
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 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