+657.0%
SEI vs VIK
+236.8%
+420.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | +2.6% | +13.6% | +15.0% |
| 7D | +28.8% | +3.6% | +25.3% | +26.8% |
| 30D | +10.4% | -16.7% | +27.1% | +20.3% |
| 3M | -11.4% | -1.1% | -10.3% | -11.1% |
| 6M | +31.2% | +27.8% | +3.4% | +13.4% |
| YTD | +39.7% | +23.3% | +16.4% | +22.0% |
| 1Y | +149.0% | +38.2% | +110.8% | +103.5% |
| All | +657.0% | +236.8% | +420.2% | +349.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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