+686.9%
SEI vs EXEL
+158.7%
+528.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.3% | +7.4% | +5.7% |
| 7D | +22.6% | -4.9% | +27.5% | +24.0% |
| 30D | +9.1% | +11.4% | -2.3% | +5.9% |
| 3M | -11.3% | +4.9% | -16.2% | -12.9% |
| 6M | +22.0% | +34.4% | -12.4% | +11.9% |
| YTD | +47.3% | +28.0% | +19.2% | +36.6% |
| 1Y | +124.8% | +43.6% | +81.1% | +101.1% |
| 3Y | +591.3% | +155.2% | +436.1% | +408.2% |
| 5Y | +1,008.2% | +181.2% | +827.1% | +672.3% |
| All | +686.9% | +158.7% | +528.2% | +426.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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