+605.6%
SIMO vs SEI
+647.2%
-41.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.8% | -3.7% | +1.0% |
| 7D | +14.5% | +28.2% | -13.7% | +9.4% |
| 30D | +20.4% | +15.5% | +4.9% | +17.2% |
| 3M | +7.1% | -1.4% | +8.5% | +7.3% |
| 6M | +129.2% | +37.4% | +91.8% | +117.7% |
| YTD | +201.9% | +47.8% | +154.1% | +181.8% |
| 1Y | +235.5% | +174.3% | +61.2% | +186.0% |
| 3Y | +463.8% | +598.5% | -134.6% | +303.9% |
| 5Y | +306.7% | +1,026.2% | -719.5% | +157.7% |
| All | +605.6% | +647.2% | -41.6% | +348.8% |
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 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