+1,026.2%
SEI vs Z
-65.8%
+1,092.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.7% | +6.5% | +5.9% |
| 7D | +28.2% | -7.1% | +35.3% | +29.0% |
| 30D | +15.5% | -4.8% | +20.2% | +15.7% |
| 3M | -1.4% | -9.3% | +8.0% | -1.1% |
| 6M | +37.4% | -29.0% | +66.4% | +42.4% |
| YTD | +47.8% | -52.9% | +100.7% | +61.6% |
| 1Y | +174.3% | -63.1% | +237.4% | +209.1% |
| 3Y | +598.5% | -36.9% | +635.3% | +626.7% |
| 5Y | +1,026.2% | -65.5% | +1,091.7% | +970.6% |
| All | +1,026.2% | -65.8% | +1,092.0% | +970.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling