+43.3%
IR vs SEI
+924.7%
-881.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +16.3% | -17.9% | -3.6% |
| 7D | +0.6% | +28.8% | -28.2% | -2.6% |
| 30D | -13.6% | +10.4% | -24.0% | -14.9% |
| 3M | +3.7% | -11.4% | +15.1% | +4.0% |
| 6M | -13.1% | +31.2% | -44.2% | -17.5% |
| YTD | -5.1% | +39.7% | -44.8% | -11.2% |
| 1Y | -6.5% | +149.0% | -155.4% | -19.7% |
| 3Y | +8.5% | +560.2% | -551.7% | -24.9% |
| 5Y | +43.3% | +955.7% | -912.4% | -6.5% |
| All | +43.3% | +924.7% | -881.4% | -6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling