+379.4%
NEM vs SEI
+644.4%
-265.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.1% | -4.6% | 0.0% |
| 7D | -1.0% | +22.6% | -23.6% | -3.0% |
| 30D | +7.8% | +9.1% | -1.3% | +6.7% |
| 3M | +30.2% | -11.3% | +41.5% | +30.6% |
| 6M | +9.6% | +22.0% | -12.4% | +6.5% |
| YTD | +27.8% | +47.3% | -19.5% | +21.8% |
| 1Y | +60.7% | +124.8% | -64.1% | +47.7% |
| 3Y | +245.3% | +591.3% | -346.0% | +173.1% |
| 5Y | +155.3% | +1,008.2% | -852.9% | +90.0% |
| All | +379.4% | +644.4% | -265.0% | +257.4% |
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 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