-11.4%
MSCI vs SEI
+924.7%
-936.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +16.3% | -20.1% | -4.4% |
| 7D | -2.1% | +28.8% | -30.9% | -3.1% |
| 30D | -1.7% | +10.4% | -12.1% | -2.3% |
| 3M | -8.2% | -11.4% | +3.2% | -8.2% |
| 6M | -2.4% | +31.2% | -33.6% | -5.3% |
| YTD | -2.8% | +39.7% | -42.5% | -6.5% |
| 1Y | -2.7% | +149.0% | -151.6% | -11.1% |
| 3Y | +7.3% | +560.2% | -552.9% | -13.8% |
| 5Y | -11.4% | +955.7% | -967.1% | -31.2% |
| All | -11.4% | +924.7% | -936.1% | -31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling