+305.2%
QCOM vs SEI
+606.2%
-301.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +16.3% | -13.1% | +0.7% |
| 7D | +5.1% | +28.8% | -23.8% | +1.0% |
| 30D | +4.3% | +10.4% | -6.1% | +2.3% |
| 3M | -19.6% | -11.4% | -8.2% | -18.9% |
| 6M | +29.5% | +31.2% | -1.7% | +23.0% |
| YTD | +3.4% | +39.7% | -36.3% | -3.3% |
| 1Y | +10.9% | +149.0% | -138.1% | -5.8% |
| 3Y | +74.8% | +560.2% | -485.4% | +16.5% |
| 5Y | +36.2% | +955.7% | -919.5% | -20.2% |
| All | +305.2% | +606.2% | -301.0% | +134.1% |
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