+90.1%
RF vs SEI
+770.7%
-680.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.4% | -3.5% | -0.5% |
| 7D | +1.3% | +10.2% | -8.9% | -0.1% |
| 30D | -3.6% | -1.0% | -2.6% | -3.7% |
| 3M | +8.1% | -27.9% | +36.0% | +11.6% |
| 6M | +11.5% | +10.4% | +1.1% | +6.9% |
| YTD | +15.6% | +20.1% | -4.6% | +8.3% |
| 1Y | +15.7% | +109.7% | -94.0% | -3.0% |
| 3Y | +86.9% | +458.6% | -371.7% | +13.1% |
| All | +90.1% | +770.7% | -680.6% | -13.6% |
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