+379.6%
ON vs SEI
+606.2%
-226.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +16.3% | -20.7% | -8.6% |
| 7D | -2.2% | +28.8% | -31.0% | -8.9% |
| 30D | -12.4% | +10.4% | -22.8% | -15.2% |
| 3M | -41.2% | -11.4% | -29.8% | -40.1% |
| 6M | +25.0% | +31.2% | -6.2% | +15.3% |
| YTD | +31.3% | +39.7% | -8.5% | +17.9% |
| 1Y | +45.4% | +149.0% | -103.6% | +11.6% |
| 3Y | -27.4% | +560.2% | -587.6% | -63.7% |
| 5Y | +58.5% | +955.7% | -897.2% | -36.9% |
| All | +379.6% | +606.2% | -226.6% | +85.2% |
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 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