+676.3%
SEI vs Z
-18.1%
+694.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.5% | -1.2% |
| 7D | +10.5% | +0.8% | +9.6% | +10.4% |
| 30D | -8.0% | +5.2% | -13.2% | -8.8% |
| 3M | +6.7% | -17.0% | +23.8% | +8.2% |
| 6M | -17.0% | -22.7% | +5.6% | -15.0% |
| YTD | +39.7% | -56.3% | +96.0% | +59.3% |
| 1Y | +43.2% | -57.7% | +100.8% | +64.6% |
| 3Y | +676.3% | -16.5% | +692.9% | +661.5% |
| All | +676.3% | -18.1% | +694.5% | +661.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling