+954.7%
SEI vs USFR
+20.6%
+934.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.1% | +5.0% | +5.7% |
| 7D | +22.6% | +0.1% | +22.4% | +23.9% |
| 30D | +9.1% | +0.4% | +8.7% | +12.3% |
| 3M | -11.3% | +1.0% | -12.4% | -3.2% |
| 6M | +22.0% | +2.0% | +20.0% | +42.4% |
| YTD | +47.3% | +2.8% | +44.5% | +81.3% |
| 1Y | +124.8% | +4.1% | +120.7% | +203.2% |
| 3Y | +591.3% | +14.1% | +577.1% | +2,164.7% |
| All | +954.7% | +20.6% | +934.1% | +6,369.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling