+96.4%
SHOP vs SEI
+597.1%
-500.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +5.8% | -11.3% | -6.2% |
| 7D | -10.6% | +28.2% | -38.9% | -13.9% |
| 30D | -18.3% | +15.5% | -33.8% | -20.4% |
| 3M | +14.8% | -1.4% | +16.2% | +13.1% |
| 6M | -5.0% | +37.4% | -42.4% | -13.6% |
| YTD | -21.2% | +47.8% | -69.1% | -30.0% |
| 1Y | -11.6% | +174.3% | -185.9% | -31.1% |
| All | +96.4% | +597.1% | -500.8% | +31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling