+1,026.2%
SEI vs ARWR
+25.7%
+1,000.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.9% | +8.7% | +6.4% |
| 7D | +28.2% | -3.2% | +31.4% | +28.9% |
| 30D | +15.5% | -6.5% | +21.9% | +16.9% |
| 3M | -1.4% | +12.7% | -14.1% | -4.1% |
| 6M | +37.4% | +36.2% | +1.2% | +28.4% |
| YTD | +47.8% | +24.5% | +23.4% | +40.3% |
| 1Y | +174.3% | +198.0% | -23.7% | +120.1% |
| 3Y | +598.5% | +176.4% | +422.1% | +418.3% |
| 5Y | +1,026.2% | +26.6% | +999.7% | +808.8% |
| All | +1,026.2% | +25.7% | +1,000.5% | +808.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling