+124.8%
SEI vs SM
+48.5%
+76.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.2% | +5.3% | +5.1% |
| 7D | +22.6% | +4.6% | +18.0% | +23.1% |
| 30D | +9.1% | +18.2% | -9.1% | +11.2% |
| 3M | -11.3% | +22.5% | -33.9% | -8.1% |
| 6M | +22.0% | +50.6% | -28.5% | +28.8% |
| YTD | +47.3% | +108.1% | -60.8% | +55.0% |
| 1Y | +124.8% | +46.0% | +78.8% | +136.6% |
| All | +124.8% | +48.5% | +76.2% | +136.6% |
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