+51.4%
ON vs SEI
+1,007.8%
-956.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.8% | -5.9% | -1.4% |
| 7D | -1.9% | +28.2% | -30.1% | -7.4% |
| 30D | -11.0% | +15.5% | -26.5% | -14.2% |
| 3M | -39.3% | -1.4% | -38.0% | -39.7% |
| 6M | +19.8% | +37.4% | -17.6% | +11.8% |
| YTD | +31.1% | +47.8% | -16.7% | +19.6% |
| 1Y | +46.0% | +174.3% | -128.3% | +18.5% |
| 3Y | -27.5% | +598.5% | -626.0% | -56.6% |
| All | +51.4% | +1,007.8% | -956.4% | -20.2% |
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