+413.7%
JBL vs SEI
+999.8%
-586.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +5.1% | -0.1% | +4.0% |
| 7D | +2.4% | +22.6% | -20.2% | -1.9% |
| 30D | -13.1% | +9.1% | -22.2% | -14.9% |
| 3M | -15.6% | -11.3% | -4.2% | -14.6% |
| 6M | +24.6% | +22.0% | +2.5% | +18.5% |
| YTD | +39.6% | +47.3% | -7.7% | +27.9% |
| 1Y | +48.6% | +124.8% | -76.2% | +26.3% |
| 3Y | +197.3% | +591.3% | -394.0% | +98.8% |
| All | +413.7% | +999.8% | -586.1% | +201.4% |
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