+37.5%
SEI vs ADVB
-61.6%
+99.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +42.7% | -43.1% | 0.0% |
| 7D | +27.6% | +74.2% | -46.6% | +28.5% |
| 30D | -17.1% | -35.9% | +18.7% | -18.6% |
| 3M | +4.6% | -56.4% | +61.0% | +1.4% |
| 6M | -15.1% | -36.7% | +21.6% | -16.9% |
| YTD | +41.2% | -43.3% | +84.5% | +38.1% |
| 1Y | +37.5% | -63.4% | +100.9% | +44.5% |
| All | +37.5% | -61.6% | +99.1% | +44.5% |
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