+369.7%
NDAQ vs SEI
+644.4%
-274.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.1% | -5.7% | -1.0% |
| 7D | -5.6% | +22.6% | -28.1% | -7.3% |
| 30D | -4.4% | +9.1% | -13.4% | -5.3% |
| 3M | +5.9% | -11.3% | +17.2% | +5.9% |
| 6M | +7.7% | +22.0% | -14.3% | +3.8% |
| YTD | -5.2% | +47.3% | -52.4% | -10.9% |
| 1Y | -3.4% | +124.8% | -128.1% | -14.1% |
| 3Y | +85.6% | +591.3% | -505.7% | +37.8% |
| 5Y | +49.5% | +1,008.2% | -958.7% | +0.7% |
| All | +369.7% | +644.4% | -274.7% | +199.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling