+323.0%
JCI vs SEI
+507.3%
-184.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.4% | -1.5% | +1.4% |
| 7D | +3.8% | +10.2% | -6.4% | +2.2% |
| 30D | -5.7% | -1.0% | -4.6% | -5.7% |
| 3M | -1.4% | -27.9% | +26.5% | +2.6% |
| 6M | +4.1% | +10.4% | -6.3% | +0.9% |
| YTD | +21.7% | +20.1% | +1.6% | +15.4% |
| 1Y | +36.1% | +109.7% | -73.6% | +16.4% |
| 3Y | +154.4% | +458.6% | -304.2% | +69.1% |
| 5Y | +112.0% | +775.3% | -663.3% | +22.2% |
| All | +323.0% | +507.3% | -184.3% | +132.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling