+58.6%
IT vs SEI
+644.4%
-585.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +5.1% | +0.2% | +4.9% |
| 7D | -3.7% | +22.6% | -26.2% | -5.1% |
| 30D | +0.1% | +9.1% | -9.0% | -0.8% |
| 3M | +20.7% | -11.3% | +32.0% | +20.7% |
| 6M | +12.0% | +22.0% | -10.0% | +7.5% |
| YTD | -28.8% | +47.3% | -76.1% | -33.5% |
| 1Y | -25.5% | +124.8% | -150.3% | -34.3% |
| 3Y | -48.8% | +591.3% | -640.0% | -64.0% |
| 5Y | -42.7% | +1,008.2% | -1,051.0% | -64.8% |
| All | +58.6% | +644.4% | -585.8% | -7.0% |
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