+35.9%
LYB vs SEI
+644.4%
-608.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.1% | -6.0% | -2.0% |
| 7D | +0.3% | +22.6% | -22.3% | -4.0% |
| 30D | +2.5% | +9.1% | -6.6% | 0.0% |
| 3M | +1.4% | -11.3% | +12.7% | +1.6% |
| 6M | -3.5% | +22.0% | -25.5% | -11.1% |
| YTD | +52.0% | +47.3% | +4.7% | +32.3% |
| 1Y | +22.1% | +124.8% | -102.7% | -6.0% |
| 3Y | -22.8% | +591.3% | -614.0% | -64.1% |
| 5Y | -3.4% | +1,008.2% | -1,011.6% | -65.8% |
| All | +35.9% | +644.4% | -608.5% | -53.2% |
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