+29.8%
SPGI vs SEI
+660.4%
-630.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.5% |
| 7D | +1.6% | -10.8% | +12.4% | +1.5% |
| 30D | +16.1% | -19.0% | +35.1% | +16.0% |
| 3M | +15.5% | +5.8% | +9.7% | +15.4% |
| 6M | +19.6% | -14.9% | +34.5% | +19.6% |
| YTD | -3.6% | +35.4% | -39.0% | -5.5% |
| 1Y | +2.2% | +23.9% | -21.7% | +0.5% |
| All | +29.8% | +660.4% | -630.6% | +17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling