+116.9%
SPG vs SEI
+507.3%
-390.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.4% | -4.4% | -1.5% |
| 7D | -2.4% | +10.2% | -12.6% | -4.0% |
| 30D | -6.8% | -1.0% | -5.8% | -7.0% |
| 3M | +2.7% | -27.9% | +30.6% | +6.3% |
| 6M | +5.5% | +10.4% | -4.9% | +0.3% |
| YTD | +15.7% | +20.1% | -4.4% | +7.0% |
| 1Y | +20.9% | +109.7% | -88.9% | -2.1% |
| 3Y | +112.4% | +458.6% | -346.2% | +19.4% |
| 5Y | +101.4% | +775.3% | -673.9% | -9.8% |
| All | +116.9% | +507.3% | -390.3% | -7.0% |
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