-42.4%
IT vs SEI
+889.7%
-932.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.7% |
| 7D | +1.1% | +10.5% | -9.4% | +1.3% |
| 30D | -1.8% | -8.0% | +6.2% | -1.8% |
| 3M | +4.8% | +6.7% | -1.9% | +4.9% |
| 6M | +33.0% | -17.0% | +50.0% | +33.9% |
| YTD | -23.8% | +39.7% | -63.5% | -25.8% |
| 1Y | -16.5% | +43.2% | -59.7% | -19.0% |
| 3Y | -53.6% | +676.3% | -730.0% | -62.0% |
| All | -42.4% | +889.7% | -932.1% | -54.1% |
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