+648.8%
SEI vs Z
-27.5%
+676.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.8% | -2.4% | -4.8% |
| 7D | +20.7% | -11.6% | +32.2% | +22.8% |
| 30D | +9.1% | -8.5% | +17.6% | +10.1% |
| 3M | -6.0% | -7.9% | +1.9% | -6.0% |
| 6M | +18.9% | -29.1% | +48.0% | +24.3% |
| YTD | +40.1% | -54.2% | +94.3% | +57.3% |
| 1Y | +120.6% | -63.5% | +184.2% | +157.1% |
| 3Y | +562.1% | -38.6% | +600.8% | +586.3% |
| 5Y | +954.5% | -66.0% | +1,020.4% | +1,049.1% |
| All | +648.8% | -27.5% | +676.2% | +480.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling