-16.1%
JD vs SEI
+161.0%
-177.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.8% | -8.3% | -2.7% |
| 7D | -3.0% | +28.2% | -31.2% | -4.3% |
| 30D | -19.3% | +15.5% | -34.8% | -20.1% |
| 3M | -6.0% | -1.4% | -4.7% | -6.2% |
| 6M | +1.8% | +37.4% | -35.6% | -2.5% |
| YTD | -2.6% | +47.8% | -50.4% | -8.3% |
| All | -16.1% | +161.0% | -177.1% | -24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling