+37.5%
SEI vs ARWR
+12.4%
+25.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.0% | +0.3% |
| 7D | +27.6% | -17.9% | +45.5% | +31.1% |
| 30D | -17.1% | -18.9% | +1.8% | -14.5% |
| 3M | +4.6% | -46.0% | +50.5% | +16.5% |
| 6M | -15.1% | -40.3% | +25.3% | -8.2% |
| YTD | +41.2% | -29.0% | +70.2% | +46.1% |
| 1Y | +37.5% | +13.8% | +23.7% | +37.0% |
| All | +37.5% | +12.4% | +25.2% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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