+686.9%
SEI vs SGI
+475.1%
+211.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.0% | +4.1% | +4.8% |
| 7D | +22.6% | -4.5% | +27.0% | +24.2% |
| 30D | +9.1% | +4.2% | +4.9% | +7.6% |
| 3M | -11.3% | -7.4% | -3.9% | -9.8% |
| 6M | +22.0% | -15.1% | +37.1% | +26.7% |
| YTD | +47.3% | -24.7% | +72.0% | +58.1% |
| 1Y | +124.8% | -21.8% | +146.5% | +138.1% |
| 3Y | +591.3% | +50.0% | +541.2% | +503.6% |
| 5Y | +1,008.2% | +48.9% | +959.3% | +838.7% |
| All | +686.9% | +475.1% | +211.8% | +379.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling