+370.4%
SMTC vs SEI
+644.4%
-274.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.1% | 0.0% | +3.6% |
| 7D | +13.1% | +22.6% | -9.5% | +6.6% |
| 30D | +19.5% | +9.1% | +10.4% | +16.7% |
| 3M | +2.2% | -11.3% | +13.6% | +6.0% |
| 6M | +94.9% | +22.0% | +72.9% | +83.8% |
| YTD | +127.0% | +47.3% | +79.7% | +101.9% |
| 1Y | +174.6% | +124.8% | +49.8% | +116.0% |
| 3Y | +615.9% | +591.3% | +24.7% | +288.9% |
| 5Y | +125.6% | +1,008.2% | -882.6% | +0.7% |
| All | +370.4% | +644.4% | -274.0% | +102.0% |
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