+1,026.2%
SEI vs SM
+119.2%
+907.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.6% | +5.2% | +5.5% |
| 7D | +28.2% | -0.2% | +28.5% | +28.5% |
| 30D | +15.5% | +20.3% | -4.8% | +5.9% |
| 3M | -1.4% | +22.9% | -24.3% | -13.1% |
| 6M | +37.4% | +47.8% | -10.4% | +5.8% |
| YTD | +47.8% | +107.5% | -59.6% | -7.3% |
| 1Y | +174.3% | +51.7% | +122.6% | +100.7% |
| 3Y | +598.5% | -0.9% | +599.3% | +530.0% |
| 5Y | +1,026.2% | +112.2% | +914.0% | +586.3% |
| All | +1,026.2% | +119.2% | +907.0% | +586.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling