+646.6%
SEI vs EXEL
+165.9%
+480.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | -2.3% | +18.6% | +16.9% |
| 7D | +28.8% | +1.4% | +27.5% | +28.3% |
| 30D | +10.4% | +6.7% | +3.7% | +8.3% |
| 3M | -11.4% | +11.5% | -22.9% | -14.3% |
| 6M | +31.2% | +38.8% | -7.6% | +19.3% |
| YTD | +39.7% | +31.6% | +8.1% | +28.7% |
| 1Y | +149.0% | +53.0% | +96.0% | +119.0% |
| 3Y | +560.2% | +160.8% | +399.3% | +382.8% |
| 5Y | +955.7% | +190.1% | +765.6% | +629.8% |
| All | +646.6% | +165.9% | +480.7% | +396.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling