+1,026.2%
SEI vs CASY
+234.8%
+791.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -14.2% | +20.0% | +8.1% |
| 7D | +28.2% | -16.5% | +44.8% | +31.6% |
| 30D | +15.5% | -26.4% | +41.9% | +21.5% |
| 3M | -1.4% | -17.3% | +15.9% | +0.1% |
| 6M | +37.4% | -5.2% | +42.6% | +34.5% |
| YTD | +47.8% | +14.1% | +33.7% | +38.3% |
| 1Y | +174.3% | +16.6% | +157.7% | +154.2% |
| 3Y | +598.5% | +163.7% | +434.8% | +386.3% |
| 5Y | +1,026.2% | +231.3% | +794.9% | +646.9% |
| All | +1,026.2% | +234.8% | +791.4% | +646.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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