-51.6%
IT vs SEI
+597.1%
-648.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.8% | -7.5% | -1.5% |
| 7D | -9.1% | +28.2% | -37.4% | -8.5% |
| 30D | -12.2% | +15.5% | -27.6% | -11.7% |
| 3M | +7.8% | -1.4% | +9.2% | +8.6% |
| 6M | +2.0% | +37.4% | -35.4% | +1.0% |
| YTD | -32.7% | +47.8% | -80.6% | -33.7% |
| 1Y | -31.1% | +174.3% | -205.4% | -34.8% |
| All | -51.6% | +597.1% | -648.7% | -57.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling