+646.6%
SEI vs CHD
+115.5%
+531.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | -2.0% | +18.3% | +16.2% |
| 7D | +28.8% | -2.9% | +31.8% | +28.6% |
| 30D | +10.4% | -6.2% | +16.6% | +10.0% |
| 3M | -11.4% | +1.6% | -13.0% | -11.3% |
| 6M | +31.2% | -3.5% | +34.7% | +31.3% |
| YTD | +39.7% | +16.2% | +23.5% | +39.9% |
| 1Y | +149.0% | +3.4% | +145.6% | +149.9% |
| 3Y | +560.2% | +4.6% | +555.6% | +549.2% |
| 5Y | +955.7% | +21.1% | +934.5% | +881.8% |
| All | +646.6% | +115.5% | +531.1% | +487.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling