-16.5%
OTIS vs SEI
+999.8%
-1,016.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.1% | -3.3% | +1.7% |
| 7D | -3.0% | +22.6% | -25.5% | -3.4% |
| 30D | -6.0% | +9.1% | -15.1% | -6.2% |
| 3M | -0.9% | -11.3% | +10.5% | -0.7% |
| 6M | -17.3% | +22.0% | -39.3% | -18.1% |
| YTD | -19.6% | +47.3% | -66.8% | -21.0% |
| 1Y | -21.0% | +124.8% | -145.8% | -24.1% |
| 3Y | -12.1% | +591.3% | -603.4% | -25.3% |
| All | -16.5% | +999.8% | -1,016.3% | -32.7% |
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