+232.5%
NSC vs SEI
+647.2%
-414.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.8% | -7.2% | -2.1% |
| 7D | -2.0% | +28.2% | -30.3% | -5.3% |
| 30D | -3.2% | +15.5% | -18.7% | -5.4% |
| 3M | +3.9% | -1.4% | +5.3% | +2.6% |
| 6M | +7.8% | +37.4% | -29.6% | +0.7% |
| YTD | +13.4% | +47.8% | -34.4% | +3.9% |
| 1Y | +20.3% | +174.3% | -154.0% | -1.2% |
| 3Y | +76.1% | +598.5% | -522.4% | +10.0% |
| 5Y | +45.0% | +1,026.2% | -981.2% | -24.0% |
| All | +232.5% | +647.2% | -414.6% | +66.2% |
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 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