+419.2%
JPM vs SEI
+606.2%
-187.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +16.3% | -17.7% | -4.1% |
| 7D | -0.4% | +28.8% | -29.3% | -4.8% |
| 30D | -1.1% | +10.4% | -11.5% | -3.2% |
| 3M | +14.1% | -11.4% | +25.6% | +14.4% |
| 6M | +23.3% | +31.2% | -7.9% | +14.3% |
| YTD | +11.3% | +39.7% | -28.4% | +1.0% |
| 1Y | +23.0% | +149.0% | -126.0% | -1.4% |
| 3Y | +162.6% | +560.2% | -397.6% | +54.1% |
| 5Y | +152.8% | +955.7% | -802.9% | +22.3% |
| All | +419.2% | +606.2% | -187.0% | +143.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling