+686.9%
SEI vs NTRS
+173.9%
+513.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.1% | +4.0% | +4.3% |
| 7D | +22.6% | +1.4% | +21.2% | +21.2% |
| 30D | +9.1% | -0.7% | +9.7% | +9.6% |
| 3M | -11.3% | +11.3% | -22.7% | -17.9% |
| 6M | +22.0% | +35.5% | -13.5% | -2.3% |
| YTD | +47.3% | +40.6% | +6.7% | +14.9% |
| 1Y | +124.8% | +49.2% | +75.6% | +68.2% |
| 3Y | +591.3% | +167.2% | +424.0% | +246.2% |
| 5Y | +1,008.2% | +94.9% | +913.3% | +556.5% |
| All | +686.9% | +173.9% | +513.0% | +277.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling