+358.3%
SE vs SEI
+475.5%
-117.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | -1.5% | +27.6% | -29.1% | -5.4% |
| 30D | -22.3% | -17.1% | -5.2% | -21.0% |
| 3M | -41.8% | +4.6% | -46.4% | -43.6% |
| 6M | -22.4% | -15.1% | -7.3% | -23.3% |
| YTD | -41.6% | +41.2% | -82.8% | -48.1% |
| 1Y | -48.0% | +37.5% | -85.5% | -53.8% |
| 3Y | +63.9% | +693.7% | -629.8% | -9.0% |
| 5Y | -78.2% | +901.7% | -979.9% | -88.7% |
| All | +358.3% | +475.5% | -117.2% | +107.5% |
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