+156.3%
SO vs SEI
+608.3%
-452.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.2% | +4.5% | -0.5% |
| 7D | -1.1% | +20.7% | -21.8% | -1.9% |
| 30D | -3.7% | +9.1% | -12.9% | -4.2% |
| 3M | -5.9% | -6.0% | +0.1% | -6.1% |
| 6M | -7.3% | +18.9% | -26.3% | -8.7% |
| YTD | +3.1% | +40.1% | -37.0% | +0.6% |
| 1Y | -1.0% | +120.6% | -121.6% | -6.1% |
| 3Y | +43.2% | +562.1% | -518.9% | +19.5% |
| 5Y | +59.1% | +954.5% | -895.4% | +22.8% |
| All | +156.3% | +608.3% | -452.0% | +82.0% |
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