+165.0%
SHEL vs SEI
+606.2%
-441.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +16.3% | -13.7% | -0.7% |
| 7D | +1.9% | +28.8% | -26.9% | -3.3% |
| 30D | +8.7% | +10.4% | -1.7% | +5.9% |
| 3M | +11.0% | -11.4% | +22.4% | +11.1% |
| 6M | +14.6% | +31.2% | -16.6% | +4.0% |
| YTD | +33.3% | +39.7% | -6.4% | +17.9% |
| 1Y | +37.9% | +149.0% | -111.1% | +4.0% |
| 3Y | +69.7% | +560.2% | -490.4% | -18.6% |
| 5Y | +190.2% | +955.7% | -765.5% | +9.9% |
| All | +165.0% | +606.2% | -441.2% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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