-14.4%
SMR vs SEI
+644.2%
-658.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +5.1% | -20.8% | -18.0% |
| 7D | -11.2% | +22.6% | -33.8% | -19.5% |
| 30D | -10.2% | +9.1% | -19.3% | -14.9% |
| 3M | -10.0% | -11.3% | +1.3% | -7.0% |
| 6M | -30.5% | +22.0% | -52.5% | -38.6% |
| YTD | -39.2% | +47.3% | -86.5% | -50.9% |
| 1Y | -75.5% | +124.8% | -200.3% | -83.1% |
| 3Y | +45.4% | +591.3% | -545.8% | -41.0% |
| All | -14.4% | +644.2% | -658.6% | -67.2% |
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