-20.1%
JD vs SEI
+592.7%
-612.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +8.4% | -10.9% | -3.4% |
| 7D | +7.9% | -4.3% | +12.2% | +7.8% |
| 30D | +4.8% | -18.0% | +22.8% | +6.0% |
| 3M | -13.9% | +8.2% | -22.2% | -16.4% |
| 6M | -5.8% | -13.9% | +8.1% | -7.0% |
| YTD | +2.4% | +37.0% | -34.6% | -6.1% |
| 1Y | -7.5% | +24.5% | -32.0% | -14.5% |
| 3Y | +20.9% | +681.1% | -660.2% | -23.9% |
| 5Y | -58.0% | +787.5% | -845.5% | -74.9% |
| All | -20.1% | +592.7% | -612.8% | -53.3% |
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