+877.0%
SEI vs REPL
-34.5%
+911.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -6.4% | +11.2% | +5.0% |
| 7D | +12.4% | +5.3% | +7.2% | +12.2% |
| 30D | -18.3% | +66.6% | -84.9% | -19.9% |
| 3M | +10.4% | +59.6% | -49.1% | +8.2% |
| 6M | -12.9% | +482.4% | -495.2% | -20.3% |
| YTD | +41.8% | +124.1% | -82.2% | +30.8% |
| 1Y | +30.3% | +138.6% | -108.3% | +19.8% |
| 3Y | +697.3% | +96.0% | +601.3% | +548.3% |
| 5Y | +877.0% | -35.4% | +912.3% | +800.8% |
| All | +877.0% | -34.5% | +911.5% | +800.8% |
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 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