+542.0%
SEI vs FIVE
+392.1%
+149.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.1% | -1.7% | +1.8% |
| 7D | +10.2% | +4.3% | +6.0% | +8.8% |
| 30D | -1.0% | +12.5% | -13.5% | -4.9% |
| 3M | -27.9% | +31.2% | -59.2% | -34.2% |
| 6M | +10.4% | +14.4% | -4.0% | +3.9% |
| YTD | +20.1% | +33.9% | -13.7% | +7.5% |
| 1Y | +109.7% | +65.1% | +44.7% | +75.5% |
| 3Y | +458.6% | +49.0% | +409.7% | +349.9% |
| 5Y | +775.3% | +30.3% | +745.0% | +604.6% |
| All | +542.0% | +392.1% | +149.9% | +208.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling