+380.4%
NEM vs SEI
+606.2%
-225.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +16.3% | -17.1% | -2.3% |
| 7D | +3.9% | +28.8% | -25.0% | +1.2% |
| 30D | +12.7% | +10.4% | +2.4% | +11.4% |
| 3M | +28.7% | -11.4% | +40.1% | +29.1% |
| 6M | +9.8% | +31.2% | -21.4% | +6.0% |
| YTD | +28.1% | +39.7% | -11.6% | +22.8% |
| 1Y | +69.3% | +149.0% | -79.6% | +54.5% |
| 3Y | +247.7% | +560.2% | -312.5% | +176.3% |
| 5Y | +153.4% | +955.7% | -802.3% | +89.4% |
| All | +380.4% | +606.2% | -225.8% | +260.1% |
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