+9.0%
MSFT vs SEI
+18.6%
-9.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -16.9% | +23.6% | +7.1% |
| 7D | +4.7% | -16.4% | +21.1% | +5.0% |
| 30D | +5.8% | -22.9% | +28.7% | +6.4% |
| 3M | +13.0% | -0.3% | +13.3% | +12.6% |
| 6M | +34.9% | -22.3% | +57.2% | +30.9% |
| YTD | +15.7% | +26.2% | -10.5% | +10.3% |
| 1Y | +9.0% | +8.2% | +0.7% | +4.1% |
| All | +9.0% | +18.6% | -9.6% | +4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling