+901.7%
SEI vs SWK
-28.9%
+930.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.8% | +0.2% |
| 7D | +27.6% | -2.0% | +29.5% | +28.3% |
| 30D | -17.1% | +24.6% | -41.7% | -23.5% |
| 3M | +4.6% | +10.8% | -6.2% | +0.1% |
| 6M | -15.1% | +46.1% | -61.1% | -26.0% |
| YTD | +41.2% | +56.8% | -15.7% | +19.1% |
| 1Y | +37.5% | +72.7% | -35.2% | +12.5% |
| 3Y | +693.7% | +49.9% | +643.8% | +549.2% |
| 5Y | +901.7% | -30.9% | +932.6% | +838.0% |
| All | +901.7% | -28.9% | +930.6% | +838.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling