+252.3%
SPGI vs SEI
+647.2%
-394.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.8% | -8.4% | -2.9% |
| 7D | -3.1% | +28.2% | -31.3% | -4.7% |
| 30D | +2.0% | +15.5% | -13.4% | +0.8% |
| 3M | +4.3% | -1.4% | +5.7% | +3.5% |
| 6M | -0.2% | +37.4% | -37.7% | -4.4% |
| YTD | -14.8% | +47.8% | -62.6% | -19.2% |
| 1Y | -18.5% | +174.3% | -192.8% | -27.9% |
| 3Y | +16.0% | +598.5% | -582.5% | -12.5% |
| 5Y | +2.2% | +1,026.2% | -1,024.0% | -30.5% |
| All | +252.3% | +647.2% | -394.9% | +132.6% |
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