+159.3%
SEI vs ADVB
+2.5%
+156.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | -3.8% | +20.1% | +16.2% |
| 7D | +28.8% | -14.0% | +42.8% | +28.3% |
| 30D | +10.4% | +41.0% | -30.6% | +11.5% |
| 3M | -11.4% | +127.9% | -139.3% | -9.1% |
| 6M | +31.2% | +101.3% | -70.2% | +34.3% |
| YTD | +39.7% | +53.8% | -14.1% | +43.2% |
| All | +159.3% | +2.5% | +156.8% | +163.9% |
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