+45.4%
SMR vs SEI
+594.6%
-549.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +5.1% | -20.8% | -18.3% |
| 7D | -11.2% | +22.6% | -33.8% | -20.6% |
| 30D | -10.2% | +9.1% | -19.3% | -15.5% |
| 3M | -10.0% | -11.3% | +1.3% | -6.7% |
| 6M | -30.5% | +22.0% | -52.5% | -39.9% |
| YTD | -39.2% | +47.3% | -86.5% | -52.7% |
| 1Y | -75.5% | +124.8% | -200.3% | -84.1% |
| 3Y | +45.4% | +591.3% | -545.8% | -53.7% |
| All | +45.4% | +594.6% | -549.1% | -53.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling