+174.3%
SEI vs FIVE
+64.7%
+109.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.7% | +8.5% | +6.8% |
| 7D | +28.2% | +1.7% | +26.6% | +27.3% |
| 30D | +15.5% | +5.0% | +10.5% | +12.9% |
| 3M | -1.4% | +29.5% | -30.9% | -11.2% |
| 6M | +37.4% | +12.4% | +25.0% | +27.4% |
| YTD | +47.8% | +31.2% | +16.6% | +19.8% |
| 1Y | +174.3% | +72.9% | +101.4% | +68.9% |
| All | +174.3% | +64.7% | +109.6% | +68.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling