+37.4%
SEI vs QID
-33.1%
+70.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.5% | +5.3% | +6.3% |
| 7D | +28.2% | -1.9% | +30.2% | +25.6% |
| 30D | +15.5% | +1.7% | +13.8% | +18.1% |
| 3M | -1.4% | -3.9% | +2.5% | -0.3% |
| 6M | +37.4% | -30.0% | +67.4% | +10.7% |
| All | +37.4% | -33.1% | +70.5% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 6mo: compounded portfolio wealth divided by compounded QID 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…
6mo analysis · Full analysis span regression · 6 months rolling