+591.3%
SEI vs SITM
+452.7%
+138.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.5% | -0.4% | +3.0% |
| 7D | +22.6% | +3.9% | +18.7% | +20.6% |
| 30D | +9.1% | -6.6% | +15.7% | +11.7% |
| 3M | -11.3% | -11.9% | +0.5% | -8.5% |
| 6M | +22.0% | +81.1% | -59.1% | -7.1% |
| YTD | +47.3% | +80.0% | -32.7% | +9.7% |
| 1Y | +124.8% | +145.8% | -21.1% | +46.0% |
| 3Y | +591.3% | +475.9% | +115.4% | +239.6% |
| All | +591.3% | +452.7% | +138.6% | +239.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling