+689.9%
SEI vs BR
+180.3%
+509.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.3% | +6.1% | +5.9% |
| 7D | +28.2% | -5.0% | +33.2% | +30.2% |
| 30D | +15.5% | -2.5% | +17.9% | +15.8% |
| 3M | -1.4% | +13.5% | -14.9% | -7.5% |
| 6M | +37.4% | -9.4% | +46.8% | +40.6% |
| YTD | +47.8% | -23.3% | +71.1% | +61.8% |
| 1Y | +174.3% | -31.6% | +205.9% | +216.7% |
| 3Y | +598.5% | -5.1% | +603.5% | +580.9% |
| 5Y | +1,026.2% | +8.2% | +1,018.0% | +895.2% |
| All | +689.9% | +180.3% | +509.6% | +285.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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