+723.4%
SEI vs SITM
+4,437.5%
-3,714.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.5% | +7.3% | +6.2% |
| 7D | +28.2% | +3.7% | +24.5% | +27.0% |
| 30D | +15.5% | -14.5% | +30.0% | +19.9% |
| 3M | -1.4% | -10.6% | +9.2% | +0.9% |
| 6M | +37.4% | +65.5% | -28.1% | +19.9% |
| YTD | +47.8% | +67.0% | -19.2% | +27.2% |
| 1Y | +174.3% | +138.6% | +35.7% | +116.9% |
| 3Y | +598.5% | +421.8% | +176.7% | +366.9% |
| 5Y | +1,026.2% | +172.4% | +853.8% | +660.2% |
| All | +723.4% | +4,437.5% | -3,714.1% | +258.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling