+196.5%
ORCL vs SEI
+539.1%
-342.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +14.3% | -13.5% | -1.6% |
| 7D | -11.2% | -18.3% | +7.1% | -8.3% |
| 30D | -18.8% | -24.4% | +5.6% | -15.4% |
| 3M | -18.8% | +1.5% | -20.3% | -20.0% |
| 6M | -39.7% | -25.1% | -14.6% | -38.2% |
| YTD | -39.6% | +26.4% | -66.1% | -43.8% |
| 1Y | -51.7% | +8.9% | -60.7% | -54.1% |
| 3Y | +10.2% | +586.7% | -576.4% | -21.8% |
| 5Y | +30.8% | +717.9% | -687.1% | -13.0% |
| All | +196.5% | +539.1% | -342.6% | +91.0% |
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