+44.7%
SEI vs FIVE
+62.8%
-18.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +1.0% | -0.3% |
| 7D | +27.6% | +2.4% | +25.2% | +27.2% |
| 30D | -17.1% | +15.8% | -33.0% | -18.8% |
| 3M | +4.6% | +3.8% | +0.8% | +4.2% |
| 6M | -15.1% | +18.5% | -33.6% | -18.8% |
| YTD | +41.2% | +31.2% | +10.0% | +22.0% |
| All | +44.7% | +62.8% | -18.0% | +13.8% |
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