+109.7%
SEI vs HIG
+5.1%
+104.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.2% | +4.6% | +2.3% |
| 7D | +10.2% | +0.3% | +9.9% | +10.6% |
| 30D | -1.0% | -3.2% | +2.2% | -3.9% |
| 3M | -27.9% | +9.1% | -37.1% | -21.5% |
| 6M | +10.4% | -1.8% | +12.2% | +12.2% |
| YTD | +20.1% | +1.8% | +18.4% | +26.2% |
| 1Y | +109.7% | +4.6% | +105.2% | +138.8% |
| All | +109.7% | +5.1% | +104.7% | +138.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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