+90.3%
SEIC vs SPY
+81.0%
+9.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.9% | -0.9% |
| 7D | -1.8% | -0.4% | -1.4% | -1.4% |
| 30D | +2.3% | -1.4% | +3.7% | +3.6% |
| 3M | +18.7% | +3.7% | +15.0% | +14.7% |
| 6M | +32.8% | +13.0% | +19.8% | +18.2% |
| YTD | +31.4% | +12.4% | +19.0% | +17.7% |
| 1Y | +25.2% | +18.5% | +6.6% | +6.6% |
| 3Y | +81.3% | +77.6% | +3.7% | +7.2% |
| 5Y | +90.3% | +81.7% | +8.7% | +9.7% |
| All | +90.3% | +81.0% | +9.4% | +9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling