-4.7%
SEI vs NTRS
+37.4%
-42.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -3.7% | -8.6% | -9.3% |
| 7D | -26.9% | -0.9% | -26.0% | -26.4% |
| 30D | -36.6% | +1.1% | -37.7% | -37.1% |
| 3M | -8.9% | -6.6% | -2.2% | -3.3% |
| 6M | -33.0% | +7.1% | -40.0% | -34.9% |
| YTD | +10.6% | +27.4% | -16.7% | -8.1% |
| 1Y | -4.7% | +36.5% | -41.2% | -21.8% |
| All | -4.7% | +37.4% | -42.1% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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