+357.3%
PSX vs SEI
+507.3%
-150.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.4% | -3.3% | -0.6% |
| 7D | +4.5% | +10.2% | -5.7% | +2.2% |
| 30D | +26.6% | -1.0% | +27.6% | +26.3% |
| 3M | +39.3% | -27.9% | +67.2% | +46.2% |
| 6M | +56.8% | +10.4% | +46.4% | +45.6% |
| YTD | +101.8% | +20.1% | +81.7% | +80.4% |
| 1Y | +99.6% | +109.7% | -10.1% | +48.8% |
| 3Y | +140.3% | +458.6% | -318.3% | +7.7% |
| 5Y | +339.3% | +775.3% | -436.0% | +53.5% |
| All | +357.3% | +507.3% | -150.0% | +56.8% |
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 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