+542.0%
SEI vs Z
-19.7%
+561.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.1% | +5.6% | +3.8% |
| 7D | +10.2% | -3.0% | +13.2% | +10.8% |
| 30D | -1.0% | -4.2% | +3.2% | -0.7% |
| 3M | -27.9% | -3.7% | -24.2% | -28.2% |
| 6M | +10.4% | -24.5% | +34.9% | +14.5% |
| YTD | +20.1% | -49.3% | +69.4% | +32.9% |
| 1Y | +109.7% | -58.7% | +168.4% | +139.7% |
| 3Y | +458.6% | -34.1% | +492.8% | +473.8% |
| 5Y | +775.3% | -64.5% | +839.8% | +852.5% |
| All | +542.0% | -19.7% | +561.7% | +390.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling