+689.9%
SEI vs SPXU
-99.3%
+789.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.4% | +4.4% | +6.4% |
| 7D | +28.2% | +1.3% | +27.0% | +28.8% |
| 30D | +15.5% | +5.1% | +10.4% | +18.2% |
| 3M | -1.4% | -9.1% | +7.8% | -3.5% |
| 6M | +37.4% | -29.6% | +67.0% | +22.4% |
| YTD | +47.8% | -27.7% | +75.5% | +35.1% |
| 1Y | +174.3% | -37.0% | +211.3% | +141.8% |
| 3Y | +598.5% | -80.2% | +678.6% | +357.0% |
| 5Y | +1,026.2% | -86.0% | +1,112.2% | +657.6% |
| All | +689.9% | -99.3% | +789.2% | +137.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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