+291.3%
IR vs SEI
+507.3%
-216.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.4% | -2.2% | +0.6% |
| 7D | -2.8% | +10.2% | -13.1% | -4.6% |
| 30D | -15.1% | -1.0% | -14.1% | -15.3% |
| 3M | +6.1% | -27.9% | +34.0% | +10.8% |
| 6M | -16.8% | +10.4% | -27.2% | -20.8% |
| YTD | -3.5% | +20.1% | -23.7% | -10.6% |
| 1Y | -3.5% | +109.7% | -113.2% | -21.8% |
| 3Y | +9.5% | +458.6% | -449.2% | -38.2% |
| 5Y | +45.1% | +775.3% | -730.2% | -33.6% |
| All | +291.3% | +507.3% | -216.0% | +68.9% |
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