+787.5%
SEI vs FIVE
+19.1%
+768.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +5.6% | +2.8% | +6.9% |
| 7D | -4.3% | +6.2% | -10.5% | -5.9% |
| 30D | -18.0% | +18.2% | -36.2% | -21.8% |
| 3M | +8.2% | +3.8% | +4.4% | +6.4% |
| 6M | -13.9% | +13.7% | -27.6% | -18.1% |
| YTD | +37.0% | +34.7% | +2.3% | +23.8% |
| 1Y | +24.5% | +66.6% | -42.1% | +5.9% |
| 3Y | +681.1% | +44.3% | +636.8% | +541.2% |
| 5Y | +787.5% | +18.8% | +768.7% | +695.6% |
| All | +787.5% | +19.1% | +768.3% | +695.6% |
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 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