+560.2%
SEI vs ALK
+1.7%
+558.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | -3.1% | +19.4% | +17.4% |
| 7D | +28.8% | +0.1% | +28.7% | +28.6% |
| 30D | +10.4% | -18.5% | +28.8% | +18.1% |
| 3M | -11.4% | -3.6% | -7.9% | -11.2% |
| 6M | +31.2% | -3.7% | +34.9% | +29.3% |
| YTD | +39.7% | -19.0% | +58.7% | +46.2% |
| 1Y | +149.0% | -36.0% | +185.0% | +184.2% |
| 3Y | +560.2% | +2.3% | +557.8% | +476.3% |
| All | +560.2% | +1.7% | +558.5% | +476.3% |
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