+4.9%
SPGI vs SEI
+960.1%
-955.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +16.3% | -19.5% | -3.5% |
| 7D | -2.5% | +28.8% | -31.3% | -2.9% |
| 30D | +5.4% | +10.4% | -4.9% | +5.2% |
| 3M | +9.0% | -11.4% | +20.5% | +9.1% |
| 6M | +0.8% | +31.2% | -30.4% | -1.1% |
| YTD | -12.6% | +39.7% | -52.3% | -14.6% |
| 1Y | -16.1% | +149.0% | -165.1% | -21.1% |
| 3Y | +19.0% | +560.2% | -541.2% | +3.0% |
| All | +4.9% | +960.1% | -955.2% | -8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling