+8.2%
SEI vs Z
-54.2%
+62.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.9% | +9.4% | -26.3% | -14.3% |
| 7D | -16.4% | +10.2% | -26.6% | -13.6% |
| 30D | -22.9% | +23.7% | -46.6% | -18.7% |
| 3M | -0.3% | -6.6% | +6.3% | +3.8% |
| 6M | -22.3% | -23.0% | +0.7% | -12.4% |
| YTD | +26.2% | -50.3% | +76.5% | +65.6% |
| 1Y | +8.2% | -53.6% | +61.8% | +50.3% |
| All | +8.2% | -54.2% | +62.4% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling