+654.3%
SEI vs CAPR
-20.0%
+674.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.7% | +8.3% | -0.2% |
| 7D | +27.6% | +19.1% | +8.5% | +26.8% |
| 30D | -17.1% | +48.8% | -66.0% | -18.4% |
| 3M | +4.6% | +144.4% | -139.8% | +0.7% |
| 6M | -15.1% | -67.5% | +52.4% | -14.2% |
| YTD | +41.2% | -64.5% | +105.7% | +41.9% |
| 1Y | +37.5% | +74.4% | -36.9% | +22.2% |
| 3Y | +693.7% | +265.7% | +427.9% | +555.2% |
| 5Y | +901.7% | +196.0% | +705.8% | +717.8% |
| All | +654.3% | -20.0% | +674.3% | +441.3% |
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