+689.9%
SEI vs CAPR
-32.5%
+722.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -4.6% | +10.4% | +5.9% |
| 7D | +28.2% | -12.6% | +40.9% | +28.7% |
| 30D | +15.5% | +124.4% | -108.9% | +11.9% |
| 3M | -1.4% | -66.8% | +65.4% | 0.0% |
| 6M | +37.4% | -71.8% | +109.2% | +40.0% |
| YTD | +47.8% | -70.1% | +117.9% | +50.0% |
| 1Y | +174.3% | +33.3% | +141.0% | +146.6% |
| 3Y | +598.5% | +36.7% | +561.8% | +498.1% |
| 5Y | +1,026.2% | +72.5% | +953.8% | +838.3% |
| All | +689.9% | -32.5% | +722.4% | +472.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling