+689.9%
SEI vs SONY
+246.6%
+443.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.4% | +6.2% | +6.0% |
| 7D | +28.2% | -4.9% | +33.1% | +30.5% |
| 30D | +15.5% | -1.6% | +17.1% | +15.6% |
| 3M | -1.4% | +10.0% | -11.4% | -7.3% |
| 6M | +37.4% | +8.4% | +29.0% | +29.4% |
| YTD | +47.8% | -8.4% | +56.3% | +50.4% |
| 1Y | +174.3% | -18.4% | +192.7% | +193.9% |
| 3Y | +598.5% | +41.0% | +557.5% | +480.8% |
| 5Y | +1,026.2% | +9.3% | +1,016.9% | +924.5% |
| All | +689.9% | +246.6% | +443.2% | +309.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling