-18.6%
NRG vs SEI
+105.8%
-124.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +3.4% | +3.0% | +5.4% |
| 7D | +7.1% | +10.2% | -3.1% | +4.1% |
| 30D | -1.4% | -1.0% | -0.4% | -1.4% |
| 3M | -10.5% | -27.9% | +17.5% | -3.9% |
| 6M | -26.7% | +10.4% | -37.1% | -31.9% |
| YTD | -24.5% | +20.1% | -44.7% | -32.3% |
| 1Y | -18.6% | +109.7% | -128.3% | -38.2% |
| All | -18.6% | +105.8% | -124.4% | -38.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling