+690.3%
SEI vs S
-56.9%
+747.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.9% | -7.1% | -5.4% |
| 7D | +20.7% | +0.1% | +20.6% | +20.6% |
| 30D | +9.1% | -11.8% | +20.9% | +10.3% |
| 3M | -6.0% | +33.9% | -39.9% | -9.4% |
| 6M | +18.9% | +40.1% | -21.2% | +13.4% |
| YTD | +40.1% | +32.1% | +8.1% | +34.1% |
| 1Y | +120.6% | +11.0% | +109.6% | +115.3% |
| 3Y | +562.1% | +16.9% | +545.2% | +538.8% |
| 5Y | +954.5% | -68.9% | +1,023.4% | +902.4% |
| All | +690.3% | -56.9% | +747.2% | +725.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling