+557.7%
SEI vs CHD
+0.5%
+557.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.3% | -3.9% | -6.1% |
| 7D | +20.7% | -4.7% | +25.4% | +16.9% |
| 30D | +9.1% | -8.3% | +17.4% | +3.1% |
| 3M | -6.0% | -4.0% | -2.0% | -7.1% |
| 6M | +18.9% | -6.5% | +25.5% | +16.0% |
| YTD | +40.1% | +13.1% | +27.0% | +54.3% |
| 1Y | +120.6% | +2.3% | +118.3% | +131.1% |
| All | +557.7% | +0.5% | +557.3% | +542.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling