+586.7%
SEI vs SWK
+46.0%
+540.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.3% | -0.4% | +14.6% | +14.4% |
| 7D | -18.3% | +11.0% | -29.3% | -21.5% |
| 30D | -24.4% | +30.1% | -54.5% | -31.6% |
| 3M | +1.5% | +14.7% | -13.1% | -4.0% |
| 6M | -25.1% | +44.5% | -69.6% | -35.3% |
| YTD | +26.4% | +59.4% | -32.9% | +4.1% |
| 1Y | +8.9% | +77.5% | -68.6% | -13.9% |
| 3Y | +586.7% | +49.5% | +537.2% | +398.3% |
| All | +586.7% | +46.0% | +540.7% | +398.3% |
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