+686.9%
SEI vs HIG
+239.6%
+447.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.3% | +5.4% | +5.3% |
| 7D | +22.6% | -1.5% | +24.0% | +23.3% |
| 30D | +9.1% | -0.4% | +9.4% | +8.9% |
| 3M | -11.3% | +6.7% | -18.0% | -15.5% |
| 6M | +22.0% | +2.0% | +20.1% | +18.2% |
| YTD | +47.3% | +0.3% | +47.0% | +43.0% |
| 1Y | +124.8% | +4.2% | +120.6% | +111.8% |
| 3Y | +591.3% | +102.2% | +489.0% | +340.1% |
| 5Y | +1,008.2% | +118.5% | +889.7% | +568.7% |
| All | +686.9% | +239.6% | +447.4% | +305.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling