+52.1%
QCOM vs SEI
+668.7%
-616.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +8.4% | -4.7% | +2.6% |
| 7D | +5.8% | -4.3% | +10.1% | +5.8% |
| 30D | -2.3% | -18.0% | +15.8% | -0.8% |
| 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% | -3.2% |
| 1Y | +2.4% | +24.5% | -22.1% | -2.1% |
| 3Y | +52.1% | +681.1% | -628.9% | +21.4% |
| All | +52.1% | +668.7% | -616.5% | +21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling