+49.1%
MSFT vs SEI
+560.9%
-511.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.2% | +5.4% | +0.5% |
| 7D | -3.5% | +20.7% | -24.1% | -4.6% |
| 30D | -2.1% | +9.1% | -11.2% | -2.8% |
| 3M | +24.2% | -6.0% | +30.2% | +23.1% |
| 6M | +21.9% | +18.9% | +2.9% | +18.7% |
| YTD | +2.5% | +40.1% | -37.7% | -1.7% |
| 1Y | -0.8% | +120.6% | -121.4% | -8.3% |
| All | +49.1% | +560.9% | -511.7% | +27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling