+877.0%
SEI vs CAPR
+219.7%
+657.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +26.5% | -21.8% | +3.9% |
| 7D | +12.4% | +25.8% | -13.4% | +11.6% |
| 30D | -18.3% | +50.2% | -68.5% | -19.4% |
| 3M | +10.4% | +185.5% | -175.1% | +6.1% |
| 6M | -12.9% | -64.8% | +51.9% | -12.2% |
| YTD | +41.8% | -61.1% | +103.0% | +42.3% |
| 1Y | +30.3% | +81.0% | -50.7% | +16.5% |
| 3Y | +697.3% | +300.7% | +396.6% | +484.2% |
| 5Y | +877.0% | +223.3% | +653.6% | +574.8% |
| All | +877.0% | +219.7% | +657.3% | +574.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling