+681.1%
SEI vs ALK
+21.9%
+659.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +7.1% | +1.3% | +6.2% |
| 7D | -4.3% | +8.9% | -13.2% | -7.2% |
| 30D | -18.0% | +5.9% | -24.0% | -20.2% |
| 3M | +8.2% | -16.5% | +24.8% | +14.2% |
| 6M | -13.9% | +2.1% | -16.0% | -16.7% |
| YTD | +37.0% | -17.1% | +54.1% | +41.3% |
| 1Y | +24.5% | -2.9% | +27.4% | +20.9% |
| 3Y | +681.1% | +24.5% | +656.6% | +615.1% |
| All | +681.1% | +21.9% | +659.1% | +615.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling