+12,363.0%
SEIC vs SPY
+3,091.8%
+9,271.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.5% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | +5.4% | +0.1% | +5.3% | +5.3% |
| 3M | +25.4% | +2.0% | +23.4% | +21.9% |
| 6M | +35.7% | +13.0% | +22.7% | +16.8% |
| YTD | +35.4% | +13.5% | +21.8% | +16.0% |
| 1Y | +25.2% | +20.0% | +5.3% | +0.5% |
| 3Y | +84.9% | +77.2% | +7.7% | -6.5% |
| 5Y | +90.1% | +81.9% | +8.2% | -8.2% |
| 10Y | +171.7% | +314.1% | -142.4% | -50.9% |
| All | +12,363.0% | +3,091.8% | +9,271.2% | +526.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling