+686.9%
SEI vs VIG
+211.9%
+475.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.7% | +4.4% | +4.1% |
| 7D | +22.6% | -1.1% | +23.7% | +24.2% |
| 30D | +9.1% | -2.7% | +11.8% | +13.2% |
| 3M | -11.3% | +2.5% | -13.9% | -14.6% |
| 6M | +22.0% | +9.2% | +12.8% | +8.3% |
| YTD | +47.3% | +9.8% | +37.4% | +30.3% |
| 1Y | +124.8% | +12.4% | +112.4% | +94.3% |
| 3Y | +591.3% | +55.9% | +535.4% | +309.4% |
| 5Y | +1,008.2% | +63.9% | +944.3% | +510.7% |
| All | +686.9% | +211.9% | +475.0% | +121.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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