+686.9%
SEI vs NYT
+320.6%
+366.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.5% | +4.6% | +4.9% |
| 7D | +22.6% | -0.6% | +23.2% | +22.8% |
| 30D | +9.1% | +4.6% | +4.5% | +7.5% |
| 3M | -11.3% | -9.6% | -1.8% | -9.6% |
| 6M | +22.0% | -14.0% | +36.0% | +25.7% |
| YTD | +47.3% | -2.8% | +50.1% | +44.7% |
| 1Y | +124.8% | +15.6% | +109.2% | +105.8% |
| 3Y | +591.3% | +56.3% | +535.0% | +446.8% |
| 5Y | +1,008.2% | +39.5% | +968.7% | +780.2% |
| All | +686.9% | +320.6% | +366.4% | +300.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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