+46.0%
MSFT vs SEI
+692.8%
-646.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +0.4% |
| 7D | -2.4% | +27.6% | -30.0% | -3.8% |
| 30D | -3.8% | -17.1% | +13.4% | -3.2% |
| 3M | +6.4% | +4.6% | +1.8% | +5.4% |
| 6M | +28.8% | -15.1% | +43.9% | +27.6% |
| YTD | +8.8% | +41.2% | -32.3% | +3.7% |
| 1Y | +3.2% | +37.5% | -34.4% | -1.8% |
| All | +46.0% | +692.8% | -646.8% | +22.4% |
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