+507.0%
SEI vs REPL
+36.8%
+470.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +10.5% | +1.2% | +9.2% | +10.3% |
| 30D | -8.0% | +92.2% | -100.2% | -11.9% |
| 3M | +6.7% | +44.1% | -37.4% | +3.9% |
| 6M | -17.0% | +313.0% | -330.0% | -27.6% |
| YTD | +39.7% | +125.2% | -85.5% | +20.8% |
| 1Y | +43.2% | +143.8% | -100.6% | +23.0% |
| 3Y | +676.3% | +104.2% | +572.1% | +439.3% |
| 5Y | +891.0% | -34.5% | +925.6% | +678.0% |
| All | +507.0% | +36.8% | +470.2% | +257.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling