+686.9%
SEI vs SPY
+269.6%
+417.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.9% | +4.2% | +3.9% |
| 7D | +22.6% | -0.8% | +23.3% | +23.8% |
| 30D | +9.1% | -1.1% | +10.2% | +10.7% |
| 3M | -11.3% | +3.9% | -15.2% | -15.0% |
| 6M | +22.0% | +13.6% | +8.4% | +4.6% |
| YTD | +47.3% | +12.7% | +34.6% | +28.5% |
| 1Y | +124.8% | +17.5% | +107.3% | +88.0% |
| 3Y | +591.3% | +76.9% | +514.4% | +269.8% |
| 5Y | +1,008.2% | +83.6% | +924.6% | +458.7% |
| All | +686.9% | +269.6% | +417.4% | +72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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