+657.9%
SEI vs USFD
+287.4%
+370.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.1% | +4.8% | +4.8% |
| 7D | +12.4% | -0.2% | +12.6% | +12.7% |
| 30D | -18.3% | +12.3% | -30.6% | -22.5% |
| 3M | +10.4% | -0.7% | +11.1% | +9.2% |
| 6M | -12.9% | +31.3% | -44.1% | -23.4% |
| YTD | +41.8% | +45.7% | -3.9% | +18.3% |
| 1Y | +30.3% | +52.1% | -21.8% | +6.8% |
| 3Y | +697.3% | +158.2% | +539.1% | +436.9% |
| 5Y | +877.0% | +213.8% | +663.2% | +495.2% |
| All | +657.9% | +287.4% | +370.5% | +361.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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