+550.4%
MSCI vs SEI
+507.3%
+43.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.4% | -3.7% | -0.6% |
| 7D | +0.4% | +10.2% | -9.8% | -0.4% |
| 30D | +0.6% | -1.0% | +1.6% | +0.4% |
| 3M | -7.1% | -27.9% | +20.8% | -5.4% |
| 6M | +0.8% | +10.4% | -9.6% | -2.3% |
| YTD | +1.0% | +20.1% | -19.2% | -3.6% |
| 1Y | +4.3% | +109.7% | -105.4% | -7.5% |
| 3Y | +9.9% | +458.6% | -448.7% | -19.3% |
| 5Y | -6.8% | +775.3% | -782.0% | -38.5% |
| All | +550.4% | +507.3% | +43.1% | +303.6% |
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 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