+397.4%
NDAQ vs SEI
+507.3%
-109.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.4% | -5.3% | -2.1% |
| 7D | -2.4% | +10.2% | -12.7% | -3.3% |
| 30D | +2.5% | -1.0% | +3.5% | +2.4% |
| 3M | +9.9% | -27.9% | +37.8% | +11.9% |
| 6M | +9.4% | +10.4% | -1.0% | +6.2% |
| YTD | +0.4% | +20.1% | -19.7% | -3.9% |
| 1Y | +4.0% | +109.7% | -105.7% | -7.3% |
| 3Y | +94.4% | +458.6% | -364.2% | +47.1% |
| 5Y | +56.7% | +775.3% | -718.6% | +8.0% |
| All | +397.4% | +507.3% | -109.9% | +223.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling