+954.5%
SEI vs MTB
+101.1%
+853.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.4% | -5.6% | -5.5% |
| 7D | +20.7% | -0.4% | +21.1% | +20.9% |
| 30D | +9.1% | -4.6% | +13.7% | +12.6% |
| 3M | -6.0% | +7.4% | -13.4% | -11.0% |
| 6M | +18.9% | +18.7% | +0.3% | +5.2% |
| YTD | +40.1% | +21.1% | +19.1% | +21.2% |
| 1Y | +120.6% | +24.1% | +96.6% | +87.1% |
| 3Y | +562.1% | +115.3% | +446.8% | +309.7% |
| 5Y | +954.5% | +106.0% | +848.4% | +465.9% |
| All | +954.5% | +101.1% | +853.4% | +465.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling