+575.6%
SEI vs EXPD
+289.1%
+286.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.3% | -2.3% | +16.5% | +15.5% |
| 7D | -18.3% | -7.2% | -11.1% | -14.7% |
| 30D | -24.4% | -3.3% | -21.2% | -22.9% |
| 3M | +1.5% | +3.4% | -1.9% | -0.2% |
| 6M | -25.1% | +22.7% | -47.8% | -33.4% |
| YTD | +26.4% | +24.5% | +1.9% | +9.2% |
| 1Y | +8.9% | +38.6% | -29.7% | -11.5% |
| 3Y | +586.7% | +71.5% | +515.2% | +374.9% |
| 5Y | +717.9% | +56.2% | +661.6% | +480.2% |
| All | +575.6% | +289.1% | +286.5% | +122.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling