+654.3%
SEI vs FIVE
+382.3%
+272.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +1.0% | 0.0% |
| 7D | +27.6% | +2.4% | +25.2% | +26.7% |
| 30D | -17.1% | +15.8% | -33.0% | -21.2% |
| 3M | +4.6% | +3.8% | +0.8% | +2.3% |
| 6M | -15.1% | +18.5% | -33.6% | -21.1% |
| YTD | +41.2% | +31.2% | +10.0% | +26.1% |
| 1Y | +37.5% | +61.8% | -24.3% | +14.7% |
| 3Y | +693.7% | +39.9% | +653.8% | +548.1% |
| 5Y | +901.7% | +18.3% | +883.4% | +732.1% |
| All | +654.3% | +382.3% | +272.1% | +261.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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