+898.9%
SEI vs M
-3.3%
+902.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.4% |
| 7D | +10.5% | +7.0% | +3.4% | +8.9% |
| 30D | -8.0% | +8.9% | -16.9% | -10.5% |
| 3M | +6.7% | +4.5% | +2.2% | +4.5% |
| 6M | -17.0% | +36.2% | -53.2% | -24.1% |
| YTD | +39.7% | +15.1% | +24.5% | +32.2% |
| 1Y | +43.2% | +27.4% | +15.7% | +32.0% |
| 3Y | +676.3% | +160.1% | +516.2% | +466.0% |
| All | +898.9% | -3.3% | +902.2% | +734.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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