+646.6%
SEI vs USFR
+27.3%
+619.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | 0.0% | +16.3% | +16.3% |
| 7D | +28.8% | +0.1% | +28.8% | +28.9% |
| 30D | +10.4% | +0.3% | +10.0% | +10.4% |
| 3M | -11.4% | +1.0% | -12.4% | -11.4% |
| 6M | +31.2% | +1.9% | +29.3% | +31.0% |
| YTD | +39.7% | +2.7% | +37.1% | +39.3% |
| 1Y | +149.0% | +4.0% | +144.9% | +147.5% |
| 3Y | +560.2% | +14.0% | +546.1% | +563.1% |
| 5Y | +955.7% | +20.4% | +935.3% | +934.3% |
| All | +646.6% | +27.3% | +619.3% | +494.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling