+711.1%
SEI vs EXPD
+55.6%
+655.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.3% | -2.3% | +16.5% | +15.0% |
| 7D | -18.3% | -7.2% | -11.1% | -16.1% |
| 30D | -24.4% | -3.3% | -21.2% | -23.4% |
| 3M | +1.5% | +3.4% | -1.9% | +0.7% |
| 6M | -25.1% | +22.7% | -47.8% | -30.0% |
| YTD | +26.4% | +24.5% | +1.9% | +16.2% |
| 1Y | +8.9% | +38.6% | -29.7% | -3.5% |
| 3Y | +586.7% | +71.5% | +515.2% | +454.5% |
| All | +711.1% | +55.6% | +655.5% | +501.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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