+120.6%
SEI vs S
+10.1%
+110.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.9% | -7.1% | -5.3% |
| 7D | +20.7% | +0.1% | +20.6% | +20.6% |
| 30D | +9.1% | -11.8% | +20.9% | +9.7% |
| 3M | -6.0% | +33.9% | -39.9% | -8.2% |
| 6M | +18.9% | +40.1% | -21.2% | +14.0% |
| YTD | +40.1% | +32.1% | +8.1% | +36.0% |
| 1Y | +120.6% | +11.0% | +109.6% | +138.9% |
| All | +120.6% | +10.1% | +110.6% | +138.9% |
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