+688.9%
SEI vs AS
+120.4%
+568.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.6% | -0.1% | +2.5% |
| 7D | +10.2% | -4.9% | +15.1% | +11.7% |
| 30D | -1.0% | -19.6% | +18.6% | +4.8% |
| 3M | -27.9% | -14.4% | -13.5% | -25.4% |
| 6M | +10.4% | -20.1% | +30.5% | +15.9% |
| YTD | +20.1% | -20.9% | +41.1% | +25.9% |
| 1Y | +109.7% | -21.9% | +131.6% | +120.1% |
| All | +688.9% | +120.4% | +568.5% | +627.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 all: compounded portfolio wealth divided by compounded AS 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…
all analysis · Full analysis span regression · 6 months rolling