+676.3%
SEI vs S
+41.6%
+634.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +10.5% | +2.0% | +8.5% | +10.0% |
| 30D | -8.0% | -2.7% | -5.3% | -7.3% |
| 3M | +6.7% | -6.9% | +13.6% | +8.1% |
| 6M | -17.0% | +38.1% | -55.1% | -23.4% |
| YTD | +39.7% | +48.0% | -8.3% | +25.0% |
| 1Y | +43.2% | +34.5% | +8.7% | +31.1% |
| 3Y | +676.3% | +38.3% | +638.0% | +570.2% |
| All | +676.3% | +41.6% | +634.8% | +570.2% |
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 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