+689.9%
SEI vs ALK
-48.7%
+738.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.9% | +6.7% | +6.2% |
| 7D | +28.2% | -3.0% | +31.2% | +29.6% |
| 30D | +15.5% | -14.6% | +30.1% | +23.1% |
| 3M | -1.4% | -10.6% | +9.2% | +2.5% |
| 6M | +37.4% | -6.7% | +44.1% | +36.9% |
| YTD | +47.8% | -19.8% | +67.6% | +56.3% |
| 1Y | +174.3% | -35.2% | +209.5% | +215.5% |
| 3Y | +598.5% | +1.4% | +597.1% | +519.3% |
| 5Y | +1,026.2% | -30.7% | +1,056.9% | +1,048.3% |
| All | +689.9% | -48.7% | +738.5% | +624.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling