+1,026.2%
SEI vs M
+22.2%
+1,004.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -4.2% | +10.0% | +6.7% |
| 7D | +28.2% | -4.1% | +32.3% | +29.2% |
| 30D | +15.5% | -13.6% | +29.1% | +19.2% |
| 3M | -1.4% | -2.3% | +0.9% | -1.4% |
| 6M | +37.4% | +21.9% | +15.5% | +30.4% |
| YTD | +47.8% | -0.6% | +48.4% | +46.3% |
| 1Y | +174.3% | +29.7% | +144.6% | +154.8% |
| 3Y | +598.5% | +107.3% | +491.2% | +451.0% |
| 5Y | +1,026.2% | +20.5% | +1,005.7% | +884.1% |
| All | +1,026.2% | +22.2% | +1,004.0% | +884.1% |
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