+12,201.6%
SEIC vs SPY
+3,045.4%
+9,156.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.8% |
| 7D | +3.6% | +3.3% | +0.3% | -0.2% |
| 30D | +3.3% | -2.7% | +6.0% | +6.5% |
| 3M | +3.2% | -1.7% | +5.0% | +5.2% |
| 6M | +18.8% | +3.1% | +15.7% | +13.9% |
| YTD | +33.6% | +11.9% | +21.7% | +16.2% |
| 1Y | +31.7% | +12.0% | +19.8% | +14.4% |
| 3Y | +100.1% | +78.2% | +21.9% | +0.5% |
| 5Y | +80.0% | +73.2% | +6.7% | -8.1% |
| 10Y | +172.9% | +309.6% | -136.7% | -50.1% |
| All | +12,201.6% | +3,045.4% | +9,156.2% | +527.7% |
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 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