+954.7%
SEI vs SITM
+187.3%
+767.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.5% | -0.4% | +3.5% |
| 7D | +22.6% | +3.9% | +18.7% | +21.1% |
| 30D | +9.1% | -6.6% | +15.7% | +11.1% |
| 3M | -11.3% | -11.9% | +0.5% | -8.9% |
| 6M | +22.0% | +81.1% | -59.1% | +0.5% |
| YTD | +47.3% | +80.0% | -32.7% | +19.7% |
| 1Y | +124.8% | +145.8% | -21.1% | +66.5% |
| 3Y | +591.3% | +475.9% | +115.4% | +316.8% |
| All | +954.7% | +187.3% | +767.4% | +552.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling