+688.4%
SEI vs SWK
+53.8%
+634.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.7% | +5.4% | +4.9% |
| 7D | +12.4% | -2.3% | +14.7% | +13.3% |
| 30D | -18.3% | +30.4% | -48.7% | -26.0% |
| 3M | +10.4% | +12.1% | -1.7% | +5.4% |
| 6M | -12.9% | +49.1% | -62.0% | -25.4% |
| YTD | +41.8% | +60.4% | -18.6% | +16.6% |
| 1Y | +30.3% | +78.3% | -48.0% | +3.0% |
| All | +688.4% | +53.8% | +634.6% | +455.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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