+686.9%
SEI vs SONY
+253.4%
+433.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.6% | +3.5% | +4.4% |
| 7D | +22.6% | -2.7% | +25.3% | +23.6% |
| 30D | +9.1% | +1.5% | +7.6% | +7.8% |
| 3M | -11.3% | +13.0% | -24.3% | -17.6% |
| 6M | +22.0% | +11.2% | +10.8% | +13.7% |
| YTD | +47.3% | -6.6% | +53.9% | +48.6% |
| 1Y | +124.8% | -18.1% | +142.9% | +140.8% |
| 3Y | +591.3% | +42.1% | +549.2% | +473.2% |
| 5Y | +1,008.2% | +11.0% | +997.2% | +902.0% |
| All | +686.9% | +253.4% | +433.5% | +304.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 10y: compounded portfolio wealth divided by compounded SONY 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…
10y analysis · Full analysis span regression · 6 months rolling