+124.8%
SEI vs NTRS
+51.4%
+73.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.1% | +4.0% | +4.2% |
| 7D | +22.6% | +1.4% | +21.2% | +21.1% |
| 30D | +9.1% | -0.7% | +9.7% | +9.7% |
| 3M | -11.3% | +11.3% | -22.7% | -18.1% |
| 6M | +22.0% | +35.5% | -13.5% | -5.1% |
| YTD | +47.3% | +40.6% | +6.7% | +10.4% |
| 1Y | +124.8% | +49.2% | +75.6% | +61.8% |
| All | +124.8% | +51.4% | +73.4% | +61.8% |
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