+326.1%
JCI vs SEI
+644.4%
-318.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.1% | -2.9% | +1.4% |
| 7D | +0.7% | +22.6% | -21.8% | -2.7% |
| 30D | -4.4% | +9.1% | -13.5% | -6.1% |
| 3M | +1.7% | -11.3% | +13.0% | +2.3% |
| 6M | +8.8% | +22.0% | -13.2% | +3.6% |
| YTD | +22.6% | +47.3% | -24.6% | +12.3% |
| 1Y | +36.2% | +124.8% | -88.5% | +15.3% |
| 3Y | +168.0% | +591.3% | -423.3% | +71.8% |
| 5Y | +113.5% | +1,008.2% | -894.8% | +18.1% |
| All | +326.1% | +644.4% | -318.3% | +126.7% |
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