+477.1%
SEI vs USFD
+165.3%
+311.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.8% | +3.6% |
| 7D | +10.2% | -3.0% | +13.3% | +11.5% |
| 30D | -1.0% | +3.5% | -4.6% | -2.7% |
| 3M | -27.9% | +26.6% | -54.5% | -37.0% |
| 6M | +10.4% | +11.7% | -1.3% | +2.7% |
| YTD | +20.1% | +38.1% | -18.0% | -4.5% |
| 1Y | +109.7% | +33.4% | +76.3% | +69.6% |
| All | +477.1% | +165.3% | +311.7% | +216.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling