+124.8%
SEI vs COO
-20.3%
+145.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.5% | +5.6% | +5.1% |
| 7D | +22.6% | -22.5% | +45.1% | +20.6% |
| 30D | +9.1% | -29.7% | +38.8% | +6.9% |
| 3M | -11.3% | -20.1% | +8.8% | -13.5% |
| 6M | +22.0% | -26.9% | +48.9% | +25.7% |
| YTD | +47.3% | -34.2% | +81.5% | +57.8% |
| 1Y | +124.8% | -21.3% | +146.0% | +125.7% |
| All | +124.8% | -20.3% | +145.1% | +125.7% |
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 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