+313.5%
ORCL vs SEI
+606.2%
-292.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +16.3% | -13.9% | -0.3% |
| 7D | +15.0% | +28.8% | -13.8% | +10.1% |
| 30D | +10.5% | +10.4% | +0.2% | +8.3% |
| 3M | -23.0% | -11.4% | -11.6% | -22.4% |
| 6M | +7.0% | +31.2% | -24.2% | +0.3% |
| YTD | -15.8% | +39.7% | -55.5% | -22.3% |
| 1Y | -31.1% | +149.0% | -180.0% | -42.0% |
| 3Y | +33.3% | +560.2% | -526.9% | -4.9% |
| 5Y | +94.3% | +955.7% | -861.4% | +25.0% |
| All | +313.5% | +606.2% | -292.7% | +164.2% |
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