+300.1%
SPGI vs SEI
+616.9%
-316.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.7% | -4.4% | +0.1% |
| 7D | -1.4% | +12.4% | -13.8% | -2.1% |
| 30D | +15.3% | -18.3% | +33.5% | +16.1% |
| 3M | +16.5% | +10.4% | +6.1% | +14.6% |
| 6M | +19.8% | -12.9% | +32.7% | +18.8% |
| YTD | -3.2% | +41.8% | -45.1% | -8.7% |
| 1Y | +1.8% | +30.3% | -28.5% | -3.5% |
| 3Y | +30.6% | +697.3% | -666.8% | -3.8% |
| 5Y | +16.0% | +877.0% | -860.9% | -20.0% |
| All | +300.1% | +616.9% | -316.8% | +162.9% |
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 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