+654.3%
SEI vs THC
+1,467.5%
-813.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | 0.0% |
| 7D | +27.6% | +0.1% | +27.5% | +27.6% |
| 30D | -17.1% | +7.5% | -24.6% | -18.9% |
| 3M | +4.6% | +7.5% | -2.9% | +2.1% |
| 6M | -15.1% | +46.4% | -61.5% | -24.2% |
| YTD | +41.2% | +44.4% | -3.2% | +25.1% |
| 1Y | +37.5% | +43.4% | -5.9% | +22.1% |
| 3Y | +693.7% | +433.3% | +260.4% | +381.1% |
| 5Y | +901.7% | +262.5% | +639.2% | +534.6% |
| All | +654.3% | +1,467.5% | -813.2% | +195.1% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 10y: compounded portfolio wealth divided by compounded THC 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…
10y analysis · Full analysis span regression · 6 months rolling