+1,026.2%
SEI vs COO
-44.2%
+1,070.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -6.2% | +12.0% | +7.1% |
| 7D | +28.2% | -9.0% | +37.2% | +30.5% |
| 30D | +15.5% | -16.8% | +32.3% | +20.0% |
| 3M | -1.4% | -7.5% | +6.1% | -0.8% |
| 6M | +37.4% | -16.3% | +53.7% | +42.2% |
| YTD | +47.8% | -22.5% | +70.4% | +56.6% |
| 1Y | +174.3% | -7.0% | +181.3% | +174.3% |
| 3Y | +598.5% | -27.5% | +625.9% | +633.0% |
| 5Y | +1,026.2% | -43.3% | +1,069.5% | +1,021.6% |
| All | +1,026.2% | -44.2% | +1,070.4% | +1,021.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling