+648.8%
SEI vs SPYG
+349.6%
+299.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.8% | -4.4% | -4.3% |
| 7D | +20.7% | -1.8% | +22.5% | +22.9% |
| 30D | +9.1% | -1.9% | +11.0% | +11.4% |
| 3M | -6.0% | +5.2% | -11.1% | -9.2% |
| 6M | +18.9% | +15.6% | +3.4% | +4.7% |
| YTD | +40.1% | +12.4% | +27.7% | +27.7% |
| 1Y | +120.6% | +17.5% | +103.2% | +95.1% |
| 3Y | +562.1% | +98.1% | +464.1% | +286.3% |
| 5Y | +954.5% | +84.9% | +869.6% | +533.3% |
| All | +648.8% | +349.6% | +299.2% | +81.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling