+274.5%
IR vs SEI
+608.3%
-333.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.2% | +4.5% | +0.3% |
| 7D | -3.1% | +20.7% | -23.7% | -6.8% |
| 30D | -14.0% | +9.1% | -23.1% | -16.0% |
| 3M | +3.7% | -6.0% | +9.7% | +2.8% |
| 6M | -15.4% | +18.9% | -34.3% | -20.7% |
| YTD | -7.7% | +40.1% | -47.8% | -17.2% |
| 1Y | -8.8% | +120.6% | -129.5% | -26.7% |
| 3Y | +5.6% | +562.1% | -556.6% | -42.5% |
| 5Y | +34.3% | +954.5% | -920.1% | -41.1% |
| All | +274.5% | +608.3% | -333.8% | +56.5% |
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