+109.7%
SEI vs ADVB
+5.8%
+103.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.7% | +4.1% | +3.4% |
| 7D | +10.2% | -3.8% | +14.0% | +10.2% |
| 30D | -1.0% | +17.6% | -18.6% | -0.4% |
| 3M | -27.9% | +119.1% | -147.1% | -26.0% |
| 6M | +10.4% | +103.4% | -93.0% | +13.3% |
| YTD | +20.1% | +59.8% | -39.7% | +23.3% |
| 1Y | +109.7% | +8.5% | +101.2% | +113.2% |
| All | +109.7% | +5.8% | +103.9% | +113.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling