+954.7%
SEI vs NTR
+45.7%
+909.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.5% | +5.2% |
| 7D | +22.6% | -1.3% | +23.9% | +23.3% |
| 30D | +9.1% | +16.8% | -7.7% | +2.7% |
| 3M | -11.3% | +20.7% | -32.1% | -18.4% |
| 6M | +22.0% | +0.5% | +21.5% | +19.9% |
| YTD | +47.3% | +29.2% | +18.1% | +28.7% |
| 1Y | +124.8% | +39.6% | +85.2% | +87.2% |
| 3Y | +591.3% | +37.9% | +553.4% | +467.7% |
| All | +954.7% | +45.7% | +909.0% | +645.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling