+877.0%
SEI vs COO
-41.3%
+918.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.0% | +5.7% | +4.9% |
| 7D | +12.4% | -2.3% | +14.7% | +12.8% |
| 30D | -18.3% | +13.3% | -31.5% | -20.6% |
| 3M | +10.4% | -18.1% | +28.5% | +14.7% |
| 6M | -12.9% | +6.7% | -19.6% | -16.8% |
| YTD | +41.8% | -23.2% | +65.0% | +50.0% |
| 1Y | +30.3% | -12.3% | +42.6% | +32.3% |
| 3Y | +697.3% | -23.6% | +720.9% | +721.6% |
| 5Y | +877.0% | -38.7% | +915.7% | +883.6% |
| All | +877.0% | -41.3% | +918.3% | +883.6% |
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