+286.6%
SEI vs NTR
+98.7%
+187.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.5% | -2.7% | -3.9% |
| 7D | +20.7% | -2.5% | +23.1% | +22.4% |
| 30D | +9.1% | +17.0% | -7.9% | -0.1% |
| 3M | -6.0% | +22.2% | -28.2% | -17.1% |
| 6M | +18.9% | +5.2% | +13.8% | +12.3% |
| YTD | +40.1% | +29.7% | +10.5% | +16.0% |
| 1Y | +120.6% | +39.4% | +81.2% | +71.9% |
| 3Y | +562.1% | +38.2% | +524.0% | +402.5% |
| 5Y | +954.5% | +47.6% | +906.9% | +584.3% |
| All | +286.6% | +98.7% | +187.9% | +97.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling