+593.8%
SEI vs SFM
+83.0%
+510.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -3.9% | +9.7% | +5.9% |
| 7D | +28.2% | -7.2% | +35.4% | +28.4% |
| 30D | +15.5% | -14.3% | +29.8% | +16.1% |
| 3M | -1.4% | -13.7% | +12.4% | -1.0% |
| 6M | +37.4% | -6.0% | +43.4% | +36.9% |
| YTD | +47.8% | -8.2% | +56.1% | +47.3% |
| 1Y | +174.3% | -46.2% | +220.5% | +189.4% |
| All | +593.8% | +83.0% | +510.9% | +421.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling