+84.4%
SIMO vs SEI
+26.3%
+58.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.6% | -1.1% |
| 7D | -16.0% | -10.8% | -5.2% | -11.4% |
| 30D | -35.8% | -19.0% | -16.7% | -29.0% |
| 3M | -26.5% | +5.8% | -32.3% | -28.2% |
| 6M | -33.0% | -14.9% | -18.1% | -30.3% |
| YTD | +84.3% | +35.4% | +48.9% | +65.4% |
| All | +84.4% | +26.3% | +58.1% | +69.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling