+687.7%
SEI vs S
-51.7%
+739.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +10.5% | +2.0% | +8.5% | +10.2% |
| 30D | -8.0% | -2.7% | -5.3% | -7.6% |
| 3M | +6.7% | -6.9% | +13.6% | +7.4% |
| 6M | -17.0% | +38.1% | -55.1% | -20.3% |
| YTD | +39.7% | +48.0% | -8.3% | +32.2% |
| 1Y | +43.2% | +34.5% | +8.7% | +36.9% |
| 3Y | +676.3% | +38.3% | +638.0% | +639.0% |
| 5Y | +891.0% | -70.9% | +961.9% | +799.9% |
| All | +687.7% | -51.7% | +739.4% | +713.4% |
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