+689.9%
SEI vs HIG
+240.1%
+449.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.7% | +5.1% | +5.5% |
| 7D | +28.2% | -0.5% | +28.7% | +28.3% |
| 30D | +15.5% | -2.8% | +18.3% | +16.7% |
| 3M | -1.4% | +6.3% | -7.7% | -5.9% |
| 6M | +37.4% | -0.1% | +37.5% | +34.5% |
| YTD | +47.8% | +0.4% | +47.4% | +43.5% |
| 1Y | +174.3% | +6.2% | +168.1% | +155.8% |
| 3Y | +598.5% | +101.6% | +496.9% | +345.6% |
| 5Y | +1,026.2% | +119.8% | +906.4% | +577.4% |
| All | +689.9% | +240.1% | +449.8% | +307.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling