+173.4%
SO vs SEI
+605.9%
-432.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.2% |
| 7D | +1.4% | +10.5% | -9.1% | +1.0% |
| 30D | +4.7% | -8.0% | +12.7% | +4.7% |
| 3M | +1.7% | +6.7% | -5.0% | +0.9% |
| 6M | +2.2% | -17.0% | +19.2% | +2.0% |
| YTD | +10.0% | +39.7% | -29.7% | +6.8% |
| 1Y | +6.0% | +43.2% | -37.1% | +2.7% |
| 3Y | +54.1% | +676.3% | -622.2% | +26.2% |
| 5Y | +79.6% | +891.0% | -811.4% | +39.3% |
| All | +173.4% | +605.9% | -432.6% | +93.3% |
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 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