+18.8%
JPM vs SEI
+134.3%
-115.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.1% | -4.3% | +0.5% |
| 7D | -0.7% | +22.6% | -23.3% | -1.9% |
| 30D | -2.5% | +9.1% | -11.5% | -3.0% |
| 3M | +14.1% | -11.3% | +25.5% | +14.2% |
| 6M | +25.1% | +22.0% | +3.1% | +21.7% |
| YTD | +12.1% | +47.3% | -35.2% | +7.2% |
| 1Y | +18.8% | +124.8% | -105.9% | +15.5% |
| All | +18.8% | +134.3% | -115.5% | +15.5% |
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