+166.0%
JCI vs SEI
+597.1%
-431.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.8% | -6.8% | -1.7% |
| 7D | +4.1% | +28.2% | -24.2% | +0.5% |
| 30D | -3.8% | +15.5% | -19.3% | -5.9% |
| 3M | -1.6% | -1.4% | -0.3% | -2.5% |
| 6M | +9.5% | +37.4% | -27.9% | +3.9% |
| YTD | +21.7% | +47.8% | -26.1% | +13.6% |
| 1Y | +37.1% | +174.3% | -137.2% | +17.2% |
| All | +166.0% | +597.1% | -431.1% | +91.5% |
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