+686.9%
SEI vs CHD
+110.2%
+576.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.2% | +4.9% | +5.1% |
| 7D | +22.6% | -4.5% | +27.0% | +22.2% |
| 30D | +9.1% | -6.7% | +15.8% | +8.6% |
| 3M | -11.3% | -2.7% | -8.6% | -11.4% |
| 6M | +22.0% | -4.9% | +27.0% | +21.9% |
| YTD | +47.3% | +13.3% | +33.9% | +47.2% |
| 1Y | +124.8% | +1.0% | +123.8% | +125.2% |
| 3Y | +591.3% | +1.3% | +589.9% | +579.4% |
| 5Y | +1,008.2% | +20.8% | +987.4% | +922.7% |
| All | +686.9% | +110.2% | +576.8% | +517.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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