+648.8%
SEI vs SFM
+200.8%
+447.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.2% | -4.0% | -5.0% |
| 7D | +20.7% | -8.8% | +29.4% | +22.1% |
| 30D | +9.1% | -14.5% | +23.6% | +11.4% |
| 3M | -6.0% | -16.8% | +10.8% | -3.9% |
| 6M | +18.9% | -5.3% | +24.3% | +18.2% |
| YTD | +40.1% | -9.4% | +49.5% | +39.8% |
| 1Y | +120.6% | -46.2% | +166.8% | +140.1% |
| 3Y | +562.1% | +81.3% | +480.9% | +440.2% |
| 5Y | +954.5% | +211.9% | +742.6% | +637.9% |
| All | +648.8% | +200.8% | +447.9% | +380.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling