+154.0%
NEM vs SEI
+950.2%
-796.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.2% | +3.2% | -1.5% |
| 7D | -3.3% | +20.7% | -23.9% | -5.2% |
| 30D | +7.8% | +9.1% | -1.3% | +6.6% |
| 3M | +36.3% | -6.0% | +42.2% | +35.9% |
| 6M | +6.6% | +18.9% | -12.4% | +3.8% |
| YTD | +27.1% | +40.1% | -13.0% | +21.8% |
| 1Y | +62.3% | +120.6% | -58.3% | +50.2% |
| 3Y | +245.1% | +562.1% | -317.1% | +172.8% |
| 5Y | +154.0% | +954.5% | -800.5% | +94.2% |
| All | +154.0% | +950.2% | -796.2% | +94.2% |
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 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