+8.2%
SEI vs SITM
+47.5%
-39.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.9% | -9.4% | -7.6% | -13.1% |
| 7D | -16.4% | -19.5% | +3.1% | -8.6% |
| 30D | -22.9% | -43.2% | +20.3% | -3.9% |
| 3M | -0.3% | -30.8% | +30.5% | +14.3% |
| 6M | -22.3% | -28.6% | +6.3% | -12.4% |
| YTD | +26.2% | +14.2% | +12.0% | +19.9% |
| 1Y | +8.2% | +44.4% | -36.2% | -4.4% |
| All | +8.2% | +47.5% | -39.3% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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