+687.5%
SEI vs BOXX
+18.5%
+669.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | 0.0% | +5.1% | +5.2% |
| 7D | +22.6% | +0.1% | +22.5% | +22.7% |
| 30D | +9.1% | +0.3% | +8.8% | +9.6% |
| 3M | -11.3% | +1.0% | -12.4% | -10.8% |
| 6M | +22.0% | +1.9% | +20.1% | +19.8% |
| YTD | +47.3% | +2.7% | +44.6% | +42.6% |
| 1Y | +124.8% | +4.0% | +120.7% | +117.1% |
| 3Y | +591.3% | +14.7% | +576.6% | +681.9% |
| All | +687.5% | +18.5% | +669.0% | +746.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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