+686.9%
SEI vs MTB
+101.0%
+586.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.3% | +4.8% | +4.9% |
| 7D | +22.6% | 0.0% | +22.6% | +22.5% |
| 30D | +9.1% | -4.8% | +13.9% | +12.9% |
| 3M | -11.3% | +6.0% | -17.3% | -15.5% |
| 6M | +22.0% | +19.6% | +2.4% | +6.9% |
| YTD | +47.3% | +21.5% | +25.8% | +26.8% |
| 1Y | +124.8% | +24.7% | +100.1% | +89.3% |
| 3Y | +591.3% | +108.6% | +482.7% | +316.6% |
| 5Y | +1,008.2% | +106.7% | +901.5% | +533.8% |
| All | +686.9% | +101.0% | +586.0% | +346.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling