+124.8%
SEI vs THC
+37.3%
+87.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.1% | +5.0% | +5.1% |
| 7D | +22.6% | -0.5% | +23.1% | +22.5% |
| 30D | +9.1% | -1.2% | +10.3% | +9.0% |
| 3M | -11.3% | +52.3% | -63.6% | -7.9% |
| 6M | +22.0% | +12.4% | +9.6% | +32.0% |
| YTD | +47.3% | +32.7% | +14.6% | +52.3% |
| 1Y | +124.8% | +36.4% | +88.4% | +127.4% |
| All | +124.8% | +37.3% | +87.4% | +127.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling