-8.8%
JD vs SEI
+32.3%
-41.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.7% | -6.4% | -1.6% |
| 7D | +0.4% | +12.4% | -12.0% | +0.4% |
| 30D | +4.2% | -18.3% | +22.5% | +4.5% |
| 3M | -12.8% | +10.4% | -23.2% | -13.3% |
| 6M | -8.8% | -12.9% | +4.1% | -8.3% |
| YTD | +0.5% | +41.8% | -41.3% | -4.1% |
| 1Y | -8.8% | +30.3% | -39.0% | -13.1% |
| All | -8.8% | +32.3% | -41.0% | -13.1% |
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