+273.3%
SLV vs SEI
+644.4%
-371.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.1% | -4.0% | +0.7% |
| 7D | -2.8% | +22.6% | -25.4% | -4.5% |
| 30D | -1.6% | +9.1% | -10.7% | -2.5% |
| 3M | -4.4% | -11.3% | +6.9% | -4.2% |
| 6M | -25.4% | +22.0% | -47.4% | -27.2% |
| YTD | -9.8% | +47.3% | -57.1% | -13.4% |
| 1Y | +53.8% | +124.8% | -71.0% | +43.1% |
| 3Y | +174.7% | +591.3% | -416.6% | +127.7% |
| 5Y | +164.3% | +1,008.2% | -843.9% | +107.8% |
| All | +273.3% | +644.4% | -371.1% | +193.6% |
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