+555.8%
SEI vs S
+13.6%
+542.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | -2.3% | +18.6% | +16.7% |
| 7D | +28.8% | -5.8% | +34.7% | +30.1% |
| 30D | +10.4% | -9.2% | +19.6% | +11.8% |
| 3M | -11.4% | +23.4% | -34.8% | -16.2% |
| 6M | +31.2% | +36.9% | -5.7% | +19.4% |
| YTD | +39.7% | +29.5% | +10.2% | +28.2% |
| 1Y | +149.0% | +5.4% | +143.5% | +140.9% |
| All | +555.8% | +13.6% | +542.2% | +494.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling