+593.8%
SEI vs SM
-1.2%
+595.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.6% | +5.2% | +5.6% |
| 7D | +28.2% | -0.2% | +28.5% | +28.5% |
| 30D | +15.5% | +20.3% | -4.8% | +7.2% |
| 3M | -1.4% | +22.9% | -24.3% | -11.3% |
| 6M | +37.4% | +47.8% | -10.4% | +8.0% |
| YTD | +47.8% | +107.5% | -59.6% | -6.6% |
| 1Y | +174.3% | +51.7% | +122.6% | +106.4% |
| All | +593.8% | -1.2% | +595.0% | +532.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling