+124.8%
SEI vs SPY
+18.1%
+106.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.9% | +4.2% | +2.7% |
| 7D | +22.6% | -0.8% | +23.3% | +25.1% |
| 30D | +9.1% | -1.1% | +10.2% | +12.3% |
| 3M | -11.3% | +3.9% | -15.2% | -19.7% |
| 6M | +22.0% | +13.6% | +8.4% | -13.7% |
| YTD | +47.3% | +12.7% | +34.6% | +7.9% |
| 1Y | +124.8% | +17.5% | +107.3% | +28.6% |
| All | +124.8% | +18.1% | +106.6% | +28.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling