+803.2%
SEI vs VSXY
+37.7%
+765.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -3.5% | +9.3% | +6.4% |
| 7D | +28.2% | -10.7% | +39.0% | +30.5% |
| 30D | +15.5% | -24.3% | +39.7% | +20.6% |
| 3M | -1.4% | +1.0% | -2.4% | -2.1% |
| 6M | +37.4% | +57.4% | -19.9% | +23.8% |
| YTD | +47.8% | +39.8% | +8.0% | +34.8% |
| 1Y | +174.3% | +196.5% | -22.2% | +116.6% |
| 3Y | +598.5% | +357.2% | +241.2% | +387.1% |
| 5Y | +1,026.2% | +18.9% | +1,007.3% | +754.8% |
| All | +803.2% | +37.7% | +765.6% | +574.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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