+689.9%
SEI vs FIVE
+382.2%
+307.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.7% | +8.5% | +6.7% |
| 7D | +28.2% | +1.7% | +26.6% | +27.5% |
| 30D | +15.5% | +5.0% | +10.5% | +13.5% |
| 3M | -1.4% | +29.5% | -30.9% | -9.5% |
| 6M | +37.4% | +12.4% | +25.0% | +29.9% |
| YTD | +47.8% | +31.2% | +16.6% | +33.1% |
| 1Y | +174.3% | +72.9% | +101.4% | +126.3% |
| 3Y | +598.5% | +53.0% | +545.5% | +457.1% |
| 5Y | +1,026.2% | +34.2% | +992.1% | +795.4% |
| All | +689.9% | +382.2% | +307.7% | +281.6% |
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