+686.9%
SEI vs MKTX
-4.4%
+691.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.1% | +5.2% | +5.1% |
| 7D | +22.6% | -0.2% | +22.8% | +22.6% |
| 30D | +9.1% | +0.7% | +8.4% | +9.0% |
| 3M | -11.3% | +40.8% | -52.1% | -13.2% |
| 6M | +22.0% | -8.0% | +30.0% | +21.9% |
| YTD | +47.3% | -8.7% | +56.0% | +47.1% |
| 1Y | +124.8% | -11.8% | +136.6% | +124.8% |
| 3Y | +591.3% | -24.0% | +615.3% | +586.6% |
| 5Y | +1,008.2% | -60.3% | +1,068.5% | +1,079.9% |
| All | +686.9% | -4.4% | +691.3% | +616.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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