+42.0%
SOFI vs SEI
+895.5%
-853.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +5.8% | -9.6% | -5.3% |
| 7D | -2.9% | +28.2% | -31.1% | -9.6% |
| 30D | -4.4% | +15.5% | -19.8% | -8.8% |
| 3M | +5.2% | -1.4% | +6.6% | +3.4% |
| 6M | -7.8% | +37.4% | -45.2% | -18.3% |
| YTD | -33.8% | +47.8% | -81.6% | -43.0% |
| 1Y | -33.3% | +174.3% | -207.6% | -52.2% |
| 3Y | +102.7% | +598.5% | -495.8% | +5.5% |
| 5Y | +10.5% | +1,026.2% | -1,015.8% | -50.8% |
| All | +42.0% | +895.5% | -853.4% | -28.8% |
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