+577.6%
SEI vs S
-56.8%
+634.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +3.0% | +3.4% |
| 7D | +10.2% | -7.7% | +17.9% | +11.1% |
| 30D | -1.0% | -5.3% | +4.3% | -0.7% |
| 3M | -27.9% | +20.3% | -48.2% | -29.6% |
| 6M | +10.4% | +47.4% | -37.0% | +4.6% |
| YTD | +20.1% | +32.5% | -12.4% | +15.0% |
| 1Y | +109.7% | +9.5% | +100.2% | +105.0% |
| 3Y | +458.6% | +15.5% | +443.1% | +439.5% |
| 5Y | +775.3% | -71.2% | +846.5% | +725.8% |
| All | +577.6% | -56.8% | +634.4% | +607.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling