+560.2%
SEI vs CAPR
+42.0%
+518.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | -3.6% | +19.9% | +16.4% |
| 7D | +28.8% | -9.5% | +38.3% | +29.2% |
| 30D | +10.4% | +121.5% | -111.2% | +7.6% |
| 3M | -11.4% | -65.4% | +53.9% | -10.5% |
| 6M | +31.2% | -67.5% | +98.7% | +32.7% |
| YTD | +39.7% | -68.6% | +108.3% | +41.3% |
| 1Y | +149.0% | +42.7% | +106.3% | +128.7% |
| 3Y | +560.2% | +43.4% | +516.8% | +431.3% |
| All | +560.2% | +42.0% | +518.2% | +431.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling