+114.4%
SPG vs SEI
+644.4%
-530.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.1% | -5.0% | -0.7% |
| 7D | -1.2% | +22.6% | -23.7% | -4.6% |
| 30D | -6.1% | +9.1% | -15.2% | -7.9% |
| 3M | -3.6% | -11.3% | +7.7% | -3.5% |
| 6M | +10.4% | +22.0% | -11.6% | +3.3% |
| YTD | +14.4% | +47.3% | -32.9% | +2.0% |
| 1Y | +16.5% | +124.8% | -108.2% | -6.1% |
| 3Y | +106.8% | +591.3% | -484.5% | +11.9% |
| 5Y | +108.9% | +1,008.2% | -899.3% | -10.6% |
| All | +114.4% | +644.4% | -530.0% | -11.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling