+8.2%
SEI vs SM
+70.4%
-62.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.9% | -15.3% | -1.6% | -16.9% |
| 7D | -16.4% | -21.5% | +5.1% | -17.0% |
| 30D | -22.9% | -11.4% | -11.5% | -22.2% |
| 3M | -0.3% | +0.6% | -0.9% | +2.1% |
| 6M | -22.3% | +0.2% | -22.6% | -19.1% |
| YTD | +26.2% | +69.7% | -43.5% | +30.7% |
| 1Y | +8.2% | +71.6% | -63.4% | +13.1% |
| All | +8.2% | +70.4% | -62.2% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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