+591.3%
SEI vs TROW
+11.3%
+579.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.2% | +6.3% | +6.0% |
| 7D | +22.6% | -3.2% | +25.8% | +25.6% |
| 30D | +9.1% | -4.6% | +13.7% | +13.0% |
| 3M | -11.3% | -0.7% | -10.7% | -12.6% |
| 6M | +22.0% | +22.2% | -0.2% | +0.2% |
| YTD | +47.3% | +6.6% | +40.6% | +36.5% |
| 1Y | +124.8% | +5.8% | +118.9% | +109.5% |
| 3Y | +591.3% | +11.6% | +579.7% | +477.2% |
| All | +591.3% | +11.3% | +579.9% | +477.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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