+11.1%
SMR vs SEI
+606.0%
-594.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +16.3% | -1.0% | +7.7% |
| 7D | +21.4% | +28.8% | -7.5% | +8.2% |
| 30D | +13.8% | +10.4% | +3.5% | +7.9% |
| 3M | +3.9% | -11.4% | +15.3% | +8.1% |
| 6M | -4.2% | +31.2% | -35.4% | -17.7% |
| YTD | -21.1% | +39.7% | -60.8% | -34.2% |
| 1Y | -67.1% | +149.0% | -216.0% | -78.1% |
| 3Y | +88.9% | +560.2% | -471.3% | -21.1% |
| All | +11.1% | +606.0% | -594.8% | -56.1% |
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