+159.9%
SO vs SEI
+606.2%
-446.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +16.3% | -15.3% | +0.4% |
| 7D | +1.0% | +28.8% | -27.8% | 0.0% |
| 30D | -3.2% | +10.4% | -13.6% | -3.7% |
| 3M | -1.7% | -11.4% | +9.7% | -1.6% |
| 6M | -7.2% | +31.2% | -38.4% | -9.0% |
| YTD | +4.6% | +39.7% | -35.2% | +2.0% |
| 1Y | +1.2% | +149.0% | -147.8% | -4.7% |
| 3Y | +45.3% | +560.2% | -514.9% | +21.2% |
| 5Y | +58.7% | +955.7% | -897.0% | +22.5% |
| All | +159.9% | +606.2% | -446.3% | +84.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling