+593.8%
SEI vs Z
-37.2%
+631.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.7% | +6.5% | +5.9% |
| 7D | +28.2% | -7.1% | +35.3% | +29.1% |
| 30D | +15.5% | -4.8% | +20.2% | +15.6% |
| 3M | -1.4% | -9.3% | +8.0% | -0.9% |
| 6M | +37.4% | -29.0% | +66.4% | +44.5% |
| YTD | +47.8% | -52.9% | +100.7% | +67.4% |
| 1Y | +174.3% | -63.1% | +237.4% | +224.2% |
| All | +593.8% | -37.2% | +631.1% | +663.9% |
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