+109.7%
SEI vs COO
+4.1%
+105.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.5% | +4.9% | +3.3% |
| 7D | +10.2% | -2.2% | +12.5% | +10.1% |
| 30D | -1.0% | -7.0% | +6.0% | -1.5% |
| 3M | -27.9% | +12.2% | -40.1% | -29.9% |
| 6M | +10.4% | -15.1% | +25.5% | +19.3% |
| YTD | +20.1% | -15.1% | +35.2% | +30.1% |
| 1Y | +109.7% | +2.3% | +107.4% | +118.5% |
| All | +109.7% | +4.1% | +105.6% | +118.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling