+955.7%
SEI vs FIVE
+38.7%
+917.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | +0.7% | +15.5% | +16.1% |
| 7D | +28.8% | +3.7% | +25.2% | +27.6% |
| 30D | +10.4% | +4.0% | +6.4% | +9.0% |
| 3M | -11.4% | +36.2% | -47.7% | -18.6% |
| 6M | +31.2% | +18.0% | +13.2% | +23.7% |
| YTD | +39.7% | +34.9% | +4.8% | +27.0% |
| 1Y | +149.0% | +67.9% | +81.1% | +113.3% |
| 3Y | +560.2% | +57.3% | +502.9% | +434.8% |
| 5Y | +955.7% | +39.5% | +916.1% | +794.1% |
| All | +955.7% | +38.7% | +917.0% | +794.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling