+69.6%
OTIS vs SEI
+1,543.5%
-1,473.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.8% | -6.9% | -1.3% |
| 7D | -2.2% | +28.2% | -30.4% | -3.3% |
| 30D | -4.3% | +15.5% | -19.8% | -5.0% |
| 3M | -2.2% | -1.4% | -0.8% | -2.5% |
| 6M | -19.9% | +37.4% | -57.3% | -21.9% |
| YTD | -19.3% | +47.8% | -67.2% | -22.0% |
| 1Y | -19.6% | +174.3% | -193.9% | -25.9% |
| 3Y | -11.5% | +598.5% | -610.0% | -30.0% |
| 5Y | -16.8% | +1,026.2% | -1,043.0% | -40.4% |
| All | +69.6% | +1,543.5% | -1,473.9% | +7.5% |
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