+109.7%
SEI vs S
+10.1%
+99.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +3.0% | +3.4% |
| 7D | +10.2% | -7.7% | +17.9% | +10.7% |
| 30D | -1.0% | -5.3% | +4.3% | -0.9% |
| 3M | -27.9% | +20.3% | -48.2% | -28.7% |
| 6M | +10.4% | +47.4% | -37.0% | +4.4% |
| YTD | +20.1% | +32.5% | -12.4% | +16.7% |
| 1Y | +109.7% | +9.5% | +100.2% | +128.9% |
| All | +109.7% | +10.1% | +99.6% | +128.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling