+60.7%
SE vs SEI
+696.4%
-635.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.7% | -8.4% | -4.0% |
| 7D | -7.7% | +12.4% | -20.2% | -8.7% |
| 30D | -22.8% | -18.3% | -4.6% | -22.0% |
| 3M | -43.7% | +10.4% | -54.2% | -44.9% |
| 6M | -12.8% | -12.9% | +0.1% | -13.3% |
| YTD | -42.0% | +41.8% | -83.8% | -45.6% |
| 1Y | -48.0% | +30.3% | -78.3% | -50.9% |
| All | +60.7% | +696.4% | -635.7% | +18.0% |
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