+1,120.2%
SOXX vs SEI
+644.4%
+475.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.1% | -3.2% | +0.8% |
| 7D | +1.4% | +22.6% | -21.2% | -3.2% |
| 30D | -3.6% | +9.1% | -12.7% | -5.8% |
| 3M | -10.2% | -11.3% | +1.2% | -8.6% |
| 6M | +54.2% | +22.0% | +32.2% | +47.0% |
| YTD | +75.2% | +47.3% | +27.9% | +60.3% |
| 1Y | +107.5% | +124.8% | -17.3% | +74.6% |
| 3Y | +226.8% | +591.3% | -364.5% | +104.5% |
| 5Y | +251.2% | +1,008.2% | -757.0% | +88.6% |
| All | +1,120.2% | +644.4% | +475.8% | +547.0% |
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