+627.6%
MSCI vs SEI
+539.1%
+88.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +14.3% | -16.6% | -3.3% |
| 7D | +2.8% | -18.3% | +21.1% | +4.0% |
| 30D | +15.4% | -24.4% | +39.9% | +17.1% |
| 3M | +13.4% | +1.5% | +11.9% | +11.8% |
| 6M | +10.9% | -25.1% | +36.0% | +11.1% |
| YTD | +13.0% | +26.4% | -13.5% | +6.2% |
| 1Y | +12.0% | +8.9% | +3.1% | +6.5% |
| 3Y | +34.1% | +586.7% | -552.6% | -5.0% |
| 5Y | +3.9% | +717.9% | -714.0% | -31.1% |
| All | +627.6% | +539.1% | +88.4% | +344.6% |
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