-27.5%
ON vs SEI
+597.1%
-624.6%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.8% | -5.9% | -1.3% |
| 7D | -1.9% | +28.2% | -30.1% | -7.0% |
| 30D | -11.0% | +15.5% | -26.5% | -14.0% |
| 3M | -39.3% | -1.4% | -38.0% | -39.7% |
| 6M | +19.8% | +37.4% | -17.6% | +12.9% |
| YTD | +31.1% | +47.8% | -16.7% | +21.3% |
| 1Y | +46.0% | +174.3% | -128.3% | +23.6% |
| All | -27.5% | +597.1% | -624.6% | -50.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling