+108.8%
JCI vs SEI
+950.2%
-841.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.2% | +3.7% | -0.8% |
| 7D | +0.4% | +20.7% | -20.2% | -2.2% |
| 30D | -7.7% | +9.1% | -16.8% | -9.0% |
| 3M | +2.8% | -6.0% | +8.8% | +2.5% |
| 6M | +7.2% | +18.9% | -11.7% | +3.6% |
| YTD | +20.0% | +40.1% | -20.2% | +12.8% |
| 1Y | +33.3% | +120.6% | -87.4% | +17.5% |
| 3Y | +161.3% | +562.1% | -400.8% | +90.1% |
| 5Y | +108.8% | +954.5% | -845.7% | +48.0% |
| All | +108.8% | +950.2% | -841.4% | +48.0% |
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