+686.9%
SEI vs USFR
+27.4%
+659.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.1% | +5.0% | +5.1% |
| 7D | +22.6% | +0.1% | +22.4% | +22.6% |
| 30D | +9.1% | +0.4% | +8.7% | +9.1% |
| 3M | -11.3% | +1.0% | -12.4% | -11.3% |
| 6M | +22.0% | +2.0% | +20.0% | +21.9% |
| YTD | +47.3% | +2.8% | +44.5% | +46.8% |
| 1Y | +124.8% | +4.1% | +120.7% | +123.5% |
| 3Y | +591.3% | +14.1% | +577.1% | +594.4% |
| 5Y | +1,008.2% | +20.6% | +987.6% | +985.3% |
| All | +686.9% | +27.4% | +659.5% | +526.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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