+591.3%
SEI vs SPYG
+98.4%
+492.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.8% | +4.3% | +3.7% |
| 7D | +22.6% | -0.9% | +23.5% | +24.3% |
| 30D | +9.1% | -1.5% | +10.6% | +11.9% |
| 3M | -11.3% | +3.7% | -15.1% | -14.9% |
| 6M | +22.0% | +16.4% | +5.6% | -2.0% |
| YTD | +47.3% | +13.3% | +33.9% | +24.3% |
| 1Y | +124.8% | +17.9% | +106.9% | +81.9% |
| 3Y | +591.3% | +98.3% | +492.9% | +268.7% |
| All | +591.3% | +98.4% | +492.9% | +268.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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