+593.8%
SEI vs SPY
+76.5%
+517.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.5% | +6.3% | +6.7% |
| 7D | +28.2% | -0.4% | +28.6% | +28.8% |
| 30D | +15.5% | -1.4% | +16.9% | +18.6% |
| 3M | -1.4% | +3.7% | -5.1% | -7.2% |
| 6M | +37.4% | +13.0% | +24.4% | +9.8% |
| YTD | +47.8% | +12.4% | +35.4% | +20.5% |
| 1Y | +174.3% | +18.5% | +155.8% | +106.1% |
| All | +593.8% | +76.5% | +517.3% | +235.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling