+661.3%
SEI vs USFD
+163.9%
+497.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -10.8% | +8.4% | -19.2% | -12.9% |
| 30D | -19.0% | +12.7% | -31.8% | -22.6% |
| 3M | +5.8% | +1.1% | +4.7% | +5.2% |
| 6M | -14.9% | +30.2% | -45.0% | -26.5% |
| YTD | +35.4% | +45.8% | -10.4% | +4.0% |
| 1Y | +23.9% | +51.9% | -28.1% | -8.0% |
| 3Y | +661.3% | +158.5% | +502.8% | +273.3% |
| All | +661.3% | +163.9% | +497.4% | +273.3% |
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