+591.3%
SEI vs QSR
+25.8%
+565.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.6% | +4.5% | +5.1% |
| 7D | +22.6% | -4.0% | +26.6% | +22.4% |
| 30D | +9.1% | +2.8% | +6.3% | +9.0% |
| 3M | -11.3% | +5.1% | -16.4% | -11.5% |
| 6M | +22.0% | +8.8% | +13.2% | +21.2% |
| YTD | +47.3% | +14.8% | +32.4% | +45.0% |
| 1Y | +124.8% | +25.7% | +99.0% | +116.9% |
| 3Y | +591.3% | +27.5% | +563.7% | +537.1% |
| All | +591.3% | +25.8% | +565.5% | +537.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 3y: compounded portfolio wealth divided by compounded QSR 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…
3y analysis · Full analysis span regression · 6 months rolling