-21.3%
IT vs SEI
+105.8%
-127.1%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.4% | -8.1% | -4.0% |
| 7D | -6.0% | +10.2% | -16.3% | -4.3% |
| 30D | 0.0% | -1.0% | +1.0% | +0.1% |
| 3M | +13.1% | -27.9% | +41.0% | +10.8% |
| 6M | +11.7% | +10.4% | +1.3% | +12.3% |
| YTD | -26.1% | +20.1% | -46.3% | -24.8% |
| 1Y | -21.3% | +109.7% | -131.0% | -8.6% |
| All | -21.3% | +105.8% | -127.1% | -8.6% |
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