+1,252.9%
SHOP vs SEI
+608.3%
+644.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.2% | +5.1% | +0.5% |
| 7D | -13.2% | +20.7% | -33.9% | -15.8% |
| 30D | -17.0% | +9.1% | -26.2% | -18.6% |
| 3M | +17.0% | -6.0% | +23.0% | +15.7% |
| 6M | -2.1% | +18.9% | -21.1% | -7.8% |
| YTD | -21.4% | +40.1% | -61.5% | -28.4% |
| 1Y | -11.0% | +120.6% | -131.6% | -25.2% |
| 3Y | +100.9% | +562.1% | -461.2% | +36.5% |
| 5Y | -14.7% | +954.5% | -969.2% | -47.0% |
| All | +1,252.9% | +608.3% | +644.5% | +749.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling