+81.7%
SPY vs SEI
+1,021.5%
-939.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.8% | -6.3% | -1.0% |
| 7D | -0.4% | +28.2% | -28.6% | -2.7% |
| 30D | -1.4% | +15.5% | -16.9% | -2.9% |
| 3M | +3.7% | -1.4% | +5.1% | +3.0% |
| 6M | +13.0% | +37.4% | -24.4% | +8.3% |
| YTD | +12.4% | +47.8% | -35.4% | +6.4% |
| 1Y | +18.5% | +174.3% | -155.8% | +5.0% |
| 3Y | +77.6% | +598.5% | -520.8% | +36.8% |
| 5Y | +81.7% | +1,026.2% | -944.5% | +30.5% |
| All | +81.7% | +1,021.5% | -939.9% | +30.5% |
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