+58.7%
SO vs SEI
+924.7%
-866.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +16.3% | -15.3% | +1.0% |
| 7D | +1.0% | +28.8% | -27.8% | +1.1% |
| 30D | -3.2% | +10.4% | -13.6% | -3.2% |
| 3M | -1.7% | -11.4% | +9.7% | -1.7% |
| 6M | -7.2% | +31.2% | -38.4% | -7.3% |
| YTD | +4.6% | +39.7% | -35.2% | +4.5% |
| 1Y | +1.2% | +149.0% | -147.8% | +0.7% |
| 3Y | +45.3% | +560.2% | -514.9% | +36.7% |
| 5Y | +58.7% | +955.7% | -897.0% | +48.3% |
| All | +58.7% | +924.7% | -866.0% | +48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling