+822.2%
SEI vs USFD
+208.7%
+613.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -10.8% | +8.4% | -19.2% | -13.4% |
| 30D | -19.0% | +12.7% | -31.8% | -23.0% |
| 3M | +5.8% | +1.1% | +4.7% | +4.4% |
| 6M | -14.9% | +30.2% | -45.0% | -25.3% |
| YTD | +35.4% | +45.8% | -10.4% | +10.8% |
| 1Y | +23.9% | +51.9% | -28.1% | -0.7% |
| 3Y | +661.3% | +158.5% | +502.8% | +392.6% |
| 5Y | +822.2% | +208.0% | +614.2% | +446.6% |
| All | +822.2% | +208.7% | +613.5% | +446.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling