+168.2%
SEIC vs SPY
+318.9%
-150.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | +0.2% |
| 7D | -4.2% | -2.0% | -2.2% | -2.2% |
| 30D | +2.0% | -1.7% | +3.7% | +3.8% |
| 3M | +20.2% | +4.7% | +15.5% | +14.4% |
| 6M | +34.2% | +12.5% | +21.7% | +18.1% |
| YTD | +30.9% | +11.7% | +19.2% | +16.2% |
| 1Y | +24.4% | +17.5% | +6.9% | +4.6% |
| 3Y | +80.7% | +76.6% | +4.1% | -0.9% |
| 5Y | +92.1% | +82.0% | +10.0% | +1.2% |
| All | +168.2% | +318.9% | -150.6% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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