+163.4%
SEIC vs SPY
+307.0%
-143.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.3% |
| 7D | +3.4% | +2.6% | +0.8% | +0.8% |
| 30D | +3.5% | -2.0% | +5.4% | +5.5% |
| 3M | +2.4% | -2.8% | +5.2% | +5.2% |
| 6M | +18.8% | +2.1% | +16.6% | +15.6% |
| YTD | +33.6% | +11.5% | +22.1% | +18.6% |
| 1Y | +34.0% | +13.5% | +20.5% | +16.8% |
| 3Y | +101.3% | +77.7% | +23.6% | +9.7% |
| 5Y | +79.9% | +72.6% | +7.3% | +0.6% |
| All | +163.4% | +307.0% | -143.6% | -47.8% |
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