+648.8%
SEI vs CAPR
-35.2%
+683.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.9% | -1.3% | -5.1% |
| 7D | +20.7% | -10.6% | +31.2% | +21.1% |
| 30D | +9.1% | +111.2% | -102.1% | +6.0% |
| 3M | -6.0% | -67.2% | +61.2% | -4.7% |
| 6M | +18.9% | -75.1% | +94.1% | +21.6% |
| YTD | +40.1% | -71.2% | +111.4% | +42.4% |
| 1Y | +120.6% | +31.1% | +89.5% | +98.4% |
| 3Y | +562.1% | +31.3% | +530.8% | +467.7% |
| 5Y | +954.5% | +69.4% | +885.1% | +779.0% |
| All | +648.8% | -35.2% | +683.9% | +443.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CAPR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling