+8.2%
SEI vs NTR
+36.7%
-28.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.9% | +4.0% | -20.9% | -16.1% |
| 7D | -16.4% | +4.3% | -20.8% | -15.5% |
| 30D | -22.9% | +2.6% | -25.5% | -22.1% |
| 3M | -0.3% | +8.5% | -8.8% | +2.2% |
| 6M | -22.3% | -3.3% | -19.0% | -20.9% |
| YTD | +26.2% | +19.6% | +6.6% | +29.0% |
| 1Y | +8.2% | +37.6% | -29.4% | +9.7% |
| All | +8.2% | +36.7% | -28.5% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 1y: compounded portfolio wealth divided by compounded NTR 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…
1y analysis · Full analysis span regression · 6 months rolling