+422.2%
SEI vs REPL
-6.0%
+428.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.6% | +5.1% | +3.5% |
| 7D | +10.2% | -3.0% | +13.2% | +10.4% |
| 30D | -1.0% | +27.1% | -28.2% | -2.7% |
| 3M | -27.9% | +52.4% | -80.3% | -31.6% |
| 6M | +10.4% | +107.4% | -97.1% | -3.8% |
| YTD | +20.1% | +54.7% | -34.6% | +6.7% |
| 1Y | +109.7% | +158.9% | -49.1% | +71.7% |
| 3Y | +458.6% | -23.7% | +482.4% | +333.4% |
| 5Y | +775.3% | -54.3% | +829.6% | +603.6% |
| All | +422.2% | -6.0% | +428.2% | +216.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling