+43.8%
SO vs SEI
+472.6%
-428.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.4% | -4.2% | -0.7% |
| 7D | -0.2% | +10.2% | -10.4% | +0.1% |
| 30D | -4.6% | -1.0% | -3.6% | -4.6% |
| 3M | -3.0% | -27.9% | +24.9% | -3.5% |
| 6M | -8.3% | +10.4% | -18.6% | -7.8% |
| YTD | +3.5% | +20.1% | -16.6% | +4.3% |
| 1Y | -0.9% | +109.7% | -110.7% | +1.1% |
| All | +43.8% | +472.6% | -428.8% | +47.4% |
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