+589.4%
SE vs SEI
+389.8%
+199.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.4% | -4.3% | -1.5% |
| 7D | -6.1% | +10.2% | -16.3% | -7.7% |
| 30D | -2.5% | -1.0% | -1.4% | -2.6% |
| 3M | +21.7% | -27.9% | +49.6% | +26.6% |
| 6M | +27.0% | +10.4% | +16.6% | +21.5% |
| YTD | -12.1% | +20.1% | -32.3% | -18.1% |
| 1Y | -40.9% | +109.7% | -150.6% | -51.1% |
| 3Y | +191.0% | +458.6% | -267.6% | +77.1% |
| 5Y | -68.3% | +775.3% | -843.6% | -82.9% |
| All | +589.4% | +389.8% | +199.6% | +227.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling