+37.5%
SEI vs CAPR
+65.7%
-28.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.7% | +8.3% | -0.3% |
| 7D | +27.6% | +19.1% | +8.5% | +27.2% |
| 30D | -17.1% | +48.8% | -66.0% | -17.7% |
| 3M | +4.6% | +144.4% | -139.8% | +2.6% |
| 6M | -15.1% | -67.5% | +52.4% | -14.6% |
| YTD | +41.2% | -64.5% | +105.7% | +41.7% |
| 1Y | +37.5% | +74.4% | -36.9% | +31.7% |
| All | +37.5% | +65.7% | -28.2% | +31.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling