+163.4%
JPM vs SEI
+594.6%
-431.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.1% | -4.3% | +0.3% |
| 7D | -0.7% | +22.6% | -23.3% | -2.7% |
| 30D | -2.5% | +9.1% | -11.5% | -3.5% |
| 3M | +14.1% | -11.3% | +25.5% | +14.4% |
| 6M | +25.1% | +22.0% | +3.1% | +20.7% |
| YTD | +12.1% | +47.3% | -35.2% | +5.4% |
| 1Y | +18.8% | +124.8% | -105.9% | +5.7% |
| 3Y | +163.4% | +591.3% | -427.9% | +98.9% |
| All | +163.4% | +594.6% | -431.2% | +98.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling