+686.9%
SEI vs SIRI
-24.8%
+711.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.9% | +4.2% | +4.9% |
| 7D | +22.6% | +0.6% | +22.0% | +22.4% |
| 30D | +9.1% | +2.5% | +6.6% | +8.4% |
| 3M | -11.3% | +6.6% | -18.0% | -13.5% |
| 6M | +22.0% | +32.9% | -10.9% | +11.7% |
| YTD | +47.3% | +50.5% | -3.2% | +29.5% |
| 1Y | +124.8% | +28.0% | +96.8% | +105.9% |
| 3Y | +591.3% | -22.4% | +613.7% | +581.8% |
| 5Y | +1,008.2% | -41.3% | +1,049.5% | +1,011.9% |
| All | +686.9% | -24.8% | +711.7% | +618.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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