+898.9%
SEI vs SPY
+72.1%
+826.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.5% |
| 7D | +10.5% | +2.6% | +7.9% | +6.6% |
| 30D | -8.0% | -2.0% | -6.0% | -4.6% |
| 3M | +6.7% | -2.8% | +9.5% | +12.4% |
| 6M | -17.0% | +2.1% | -19.2% | -17.6% |
| YTD | +39.7% | +11.5% | +28.2% | +24.2% |
| 1Y | +43.2% | +13.5% | +29.7% | +25.3% |
| 3Y | +676.3% | +77.7% | +598.6% | +348.0% |
| All | +898.9% | +72.1% | +826.8% | +463.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling