+330.7%
META vs SEI
+592.7%
-261.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +8.4% | -3.3% | +4.2% |
| 7D | +5.7% | -4.3% | +10.0% | +5.8% |
| 30D | -10.8% | -18.0% | +7.3% | -9.4% |
| 3M | +8.4% | +8.2% | +0.2% | +6.2% |
| 6M | +5.4% | -13.9% | +19.3% | +5.0% |
| YTD | -2.6% | +37.0% | -39.6% | -8.9% |
| 1Y | +3.5% | +24.5% | -21.0% | -2.4% |
| 3Y | +102.0% | +681.1% | -579.1% | +44.2% |
| 5Y | +93.1% | +787.5% | -694.4% | +30.4% |
| All | +330.7% | +592.7% | -261.9% | +176.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling