+591.3%
SEI vs VYM
+65.1%
+526.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.7% | +4.4% | +3.6% |
| 7D | +22.6% | -0.8% | +23.4% | +24.6% |
| 30D | +9.1% | -2.2% | +11.3% | +14.6% |
| 3M | -11.3% | +3.1% | -14.4% | -17.4% |
| 6M | +22.0% | +9.7% | +12.3% | -0.7% |
| YTD | +47.3% | +14.9% | +32.4% | +9.1% |
| 1Y | +124.8% | +17.6% | +107.2% | +59.4% |
| 3Y | +591.3% | +65.3% | +526.0% | +165.9% |
| All | +591.3% | +65.1% | +526.2% | +165.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 3y: compounded portfolio wealth divided by compounded VYM 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…
3y analysis · Full analysis span regression · 6 months rolling