+170.1%
SO vs SEI
+613.6%
-443.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | -0.9% | +27.6% | -28.5% | -1.8% |
| 30D | +4.9% | -17.1% | +22.1% | +5.4% |
| 3M | +0.8% | +4.6% | -3.8% | +0.1% |
| 6M | +0.6% | -15.1% | +15.6% | +0.4% |
| YTD | +8.7% | +41.2% | -32.5% | +5.5% |
| 1Y | +4.0% | +37.5% | -33.6% | +0.9% |
| 3Y | +50.6% | +693.7% | -643.1% | +23.2% |
| 5Y | +77.5% | +901.7% | -824.2% | +37.6% |
| All | +170.1% | +613.6% | -443.5% | +91.0% |
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