+201.3%
ORCL vs SEI
+584.5%
-383.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.3% |
| 7D | -6.5% | -10.8% | +4.3% | -5.1% |
| 30D | -16.6% | -19.0% | +2.5% | -14.2% |
| 3M | -21.6% | +5.8% | -27.4% | -23.3% |
| 6M | -39.4% | -14.9% | -24.5% | -39.1% |
| YTD | -38.7% | +35.4% | -74.1% | -43.6% |
| 1Y | -50.4% | +23.9% | -74.2% | -53.8% |
| 3Y | +8.1% | +661.3% | -653.2% | -24.5% |
| 5Y | +34.5% | +822.2% | -787.7% | -12.3% |
| All | +201.3% | +584.5% | -383.2% | +91.8% |
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