+1,026.2%
SEI vs S
-71.9%
+1,098.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.1% | +5.7% | +5.8% |
| 7D | +28.2% | -1.2% | +29.5% | +28.4% |
| 30D | +15.5% | -12.6% | +28.0% | +17.0% |
| 3M | -1.4% | +27.6% | -28.9% | -4.8% |
| 6M | +37.4% | +35.5% | +1.9% | +30.7% |
| YTD | +47.8% | +29.6% | +18.2% | +41.0% |
| 1Y | +174.3% | +8.1% | +166.2% | +167.7% |
| 3Y | +598.5% | +14.8% | +583.7% | +571.1% |
| 5Y | +1,026.2% | -70.6% | +1,096.8% | +996.3% |
| All | +1,026.2% | -71.9% | +1,098.1% | +996.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling