-75.4%
QS vs SEI
+950.2%
-1,025.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.2% | +4.4% | +0.7% |
| 7D | -5.0% | +20.7% | -25.6% | -10.6% |
| 30D | -18.3% | +9.1% | -27.4% | -21.1% |
| 3M | -26.0% | -6.0% | -20.0% | -25.9% |
| 6M | -24.0% | +18.9% | -43.0% | -28.9% |
| YTD | -50.3% | +40.1% | -90.4% | -55.7% |
| 1Y | -38.0% | +120.6% | -158.6% | -50.0% |
| 3Y | -24.6% | +562.1% | -586.7% | -61.3% |
| 5Y | -75.4% | +954.5% | -1,029.9% | -89.9% |
| All | -75.4% | +950.2% | -1,025.6% | -89.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling