+542.0%
SEI vs M
+41.7%
+500.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.6% | +0.9% | +2.7% |
| 7D | +10.2% | +4.7% | +5.5% | +8.9% |
| 30D | -1.0% | -9.6% | +8.6% | +1.8% |
| 3M | -27.9% | +0.9% | -28.8% | -28.3% |
| 6M | +10.4% | +22.3% | -11.9% | +3.6% |
| YTD | +20.1% | +6.5% | +13.6% | +16.6% |
| 1Y | +109.7% | +38.8% | +71.0% | +88.2% |
| 3Y | +458.6% | +115.9% | +342.7% | +312.1% |
| 5Y | +775.3% | +28.6% | +746.7% | +583.8% |
| All | +542.0% | +41.7% | +500.3% | +320.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling