+426.8%
JPM vs SEI
+507.3%
-80.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.4% | -4.4% | -1.5% |
| 7D | +0.3% | +10.2% | -10.0% | -1.4% |
| 30D | -0.2% | -1.0% | +0.9% | -0.3% |
| 3M | +15.9% | -27.9% | +43.8% | +20.3% |
| 6M | +20.9% | +10.4% | +10.6% | +15.7% |
| YTD | +12.9% | +20.1% | -7.3% | +5.3% |
| 1Y | +20.3% | +109.7% | -89.4% | -0.5% |
| 3Y | +160.9% | +458.6% | -297.7% | +58.0% |
| 5Y | +154.8% | +775.3% | -620.5% | +27.9% |
| All | +426.8% | +507.3% | -80.5% | +154.1% |
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