+1,026.2%
SEI vs REPL
-53.9%
+1,080.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.2% | +8.0% | +5.9% |
| 7D | +28.2% | -9.6% | +37.8% | +28.7% |
| 30D | +15.5% | +5.7% | +9.8% | +15.2% |
| 3M | -1.4% | +56.4% | -57.8% | -4.4% |
| 6M | +37.4% | +67.4% | -30.0% | +28.3% |
| YTD | +47.8% | +48.7% | -0.8% | +38.3% |
| 1Y | +174.3% | +148.3% | +26.0% | +146.1% |
| 3Y | +598.5% | -26.7% | +625.2% | +506.1% |
| 5Y | +1,026.2% | -54.1% | +1,080.4% | +983.5% |
| All | +1,026.2% | -53.9% | +1,080.1% | +983.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling