+560.2%
SEI vs REPL
-24.7%
+584.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | -1.8% | +18.1% | +16.3% |
| 7D | +28.8% | -5.7% | +34.6% | +29.1% |
| 30D | +10.4% | +22.5% | -12.1% | +9.6% |
| 3M | -11.4% | +64.7% | -76.1% | -13.8% |
| 6M | +31.2% | +83.0% | -51.8% | +23.8% |
| YTD | +39.7% | +52.0% | -12.2% | +32.3% |
| 1Y | +149.0% | +144.5% | +4.4% | +129.2% |
| 3Y | +560.2% | -25.1% | +585.2% | +496.3% |
| All | +560.2% | -24.7% | +584.9% | +496.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling