+8.2%
SEI vs SGI
-10.7%
+18.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.9% | +6.8% | -23.7% | -17.4% |
| 7D | -16.4% | +12.1% | -28.5% | -17.6% |
| 30D | -22.9% | +12.1% | -35.0% | -24.4% |
| 3M | -0.3% | +0.4% | -0.7% | +0.4% |
| 6M | -22.3% | -4.0% | -18.3% | -20.6% |
| YTD | +26.2% | -21.2% | +47.4% | +38.3% |
| 1Y | +8.2% | -12.1% | +20.3% | +17.4% |
| All | +8.2% | -10.7% | +18.9% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling