+299.1%
QCOM vs SEI
+592.7%
-293.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.4% | -4.7% | +2.4% |
| 7D | +5.8% | -4.3% | +10.1% | +6.0% |
| 30D | -2.3% | -18.0% | +15.8% | -0.4% |
| 3M | +2.7% | +8.2% | -5.5% | -0.2% |
| 6M | -21.0% | -13.9% | -7.2% | -21.0% |
| YTD | +1.8% | +37.0% | -35.2% | -5.8% |
| 1Y | +2.4% | +24.5% | -22.1% | -4.3% |
| 3Y | +52.1% | +681.1% | -628.9% | -2.7% |
| 5Y | +14.6% | +787.5% | -772.8% | -31.4% |
| All | +299.1% | +592.7% | -293.5% | +128.1% |
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