+368.1%
SIMO vs SEI
+616.9%
-248.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +4.7% | +3.9% | +7.7% |
| 7D | +0.9% | +12.4% | -11.5% | -1.3% |
| 30D | -25.4% | -18.3% | -7.1% | -22.1% |
| 3M | -17.8% | +10.4% | -28.2% | -18.8% |
| 6M | -29.6% | -12.9% | -16.7% | -27.5% |
| YTD | +100.3% | +41.8% | +58.5% | +89.5% |
| 1Y | +100.4% | +30.3% | +70.1% | +91.5% |
| 3Y | +246.1% | +697.3% | -451.3% | +146.0% |
| 5Y | +189.8% | +877.0% | -687.1% | +90.1% |
| All | +368.1% | +616.9% | -248.8% | +201.9% |
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