+542.0%
SEI vs COO
+34.5%
+507.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.5% | +4.9% | +4.0% |
| 7D | +10.2% | -2.2% | +12.5% | +11.1% |
| 30D | -1.0% | -7.0% | +6.0% | +1.4% |
| 3M | -27.9% | +12.2% | -40.1% | -32.2% |
| 6M | +10.4% | -15.1% | +25.5% | +15.9% |
| YTD | +20.1% | -15.1% | +35.2% | +26.1% |
| 1Y | +109.7% | +2.3% | +107.4% | +103.4% |
| 3Y | +458.6% | -23.7% | +482.3% | +490.2% |
| 5Y | +775.3% | -38.9% | +814.2% | +896.9% |
| All | +542.0% | +34.5% | +507.4% | +451.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling