+557.7%
SEI vs USFR
+14.1%
+543.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | 0.0% | -5.2% | -5.1% |
| 7D | +20.7% | +0.1% | +20.6% | +21.2% |
| 30D | +9.1% | +0.3% | +8.8% | +11.4% |
| 3M | -6.0% | +1.0% | -7.0% | +0.1% |
| 6M | +18.9% | +1.9% | +17.0% | +31.8% |
| YTD | +40.1% | +2.7% | +37.5% | +59.5% |
| 1Y | +120.6% | +4.0% | +116.6% | +162.8% |
| All | +557.7% | +14.1% | +543.7% | +1,415.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling