+52.5%
NDAQ vs SEI
+1,021.5%
-969.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.8% | -6.7% | -1.2% |
| 7D | -1.6% | +28.2% | -29.8% | -3.0% |
| 30D | -1.5% | +15.5% | -16.9% | -2.4% |
| 3M | +8.0% | -1.4% | +9.4% | +7.4% |
| 6M | +7.7% | +37.4% | -29.7% | +3.9% |
| YTD | -2.3% | +47.8% | -50.2% | -6.9% |
| 1Y | +0.6% | +174.3% | -173.7% | -9.9% |
| 3Y | +90.9% | +598.5% | -507.6% | +53.0% |
| 5Y | +52.5% | +1,026.2% | -973.8% | +17.9% |
| All | +52.5% | +1,021.5% | -969.1% | +17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling