+330.8%
SIMO vs SEI
+584.5%
-253.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.6% | -1.5% |
| 7D | -16.0% | -10.8% | -5.2% | -14.0% |
| 30D | -35.8% | -19.0% | -16.7% | -32.8% |
| 3M | -26.5% | +5.8% | -32.3% | -26.8% |
| 6M | -33.0% | -14.9% | -18.1% | -30.6% |
| YTD | +84.3% | +35.4% | +48.9% | +76.0% |
| 1Y | +82.0% | +23.9% | +58.1% | +75.6% |
| 3Y | +218.5% | +661.3% | -442.8% | +128.4% |
| 5Y | +175.0% | +822.2% | -647.2% | +82.4% |
| All | +330.8% | +584.5% | -253.7% | +180.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling