-20.5%
JD vs SEI
+507.3%
-527.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.4% | -1.6% | +1.4% |
| 7D | -1.7% | +10.2% | -11.9% | -2.9% |
| 30D | -13.2% | -1.0% | -12.1% | -13.3% |
| 3M | -3.2% | -27.9% | +24.7% | -0.5% |
| 6M | +15.2% | +10.4% | +4.8% | +11.3% |
| YTD | +2.0% | +20.1% | -18.2% | -3.3% |
| 1Y | -5.4% | +109.7% | -115.1% | -17.9% |
| 3Y | -9.1% | +458.6% | -467.7% | -38.8% |
| 5Y | -59.6% | +775.3% | -834.9% | -75.5% |
| All | -20.5% | +507.3% | -527.8% | -51.9% |
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