+8.2%
SEI vs S
+36.5%
-28.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.9% | +1.6% | -18.6% | -16.9% |
| 7D | -16.4% | -8.2% | -8.2% | -16.4% |
| 30D | -22.9% | -7.6% | -15.3% | -23.2% |
| 3M | -0.3% | +12.0% | -12.3% | +1.6% |
| 6M | -22.3% | +50.6% | -72.9% | -20.8% |
| YTD | +26.2% | +56.6% | -30.4% | +27.6% |
| 1Y | +8.2% | +39.2% | -31.0% | +11.2% |
| All | +8.2% | +36.5% | -28.3% | +11.2% |
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