+654.3%
SEI vs COO
+20.2%
+634.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.1% |
| 7D | +27.6% | -2.1% | +29.7% | +28.3% |
| 30D | -17.1% | +13.9% | -31.0% | -21.5% |
| 3M | +4.6% | -18.9% | +23.5% | +10.5% |
| 6M | -15.1% | +3.7% | -18.8% | -19.5% |
| YTD | +41.2% | -24.1% | +65.3% | +51.4% |
| 1Y | +37.5% | -14.2% | +51.7% | +40.3% |
| 3Y | +693.7% | -24.5% | +718.1% | +722.3% |
| 5Y | +901.7% | -40.4% | +942.2% | +1,019.2% |
| All | +654.3% | +20.2% | +634.1% | +561.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling