+267.2%
SPY vs SEI
+613.6%
-346.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | +3.3% | +27.6% | -24.3% | +0.3% |
| 30D | -2.7% | -17.1% | +14.4% | -1.4% |
| 3M | -1.7% | +4.6% | -6.3% | -3.7% |
| 6M | +3.1% | -15.1% | +18.2% | +2.6% |
| YTD | +11.9% | +41.2% | -29.3% | +3.5% |
| 1Y | +12.0% | +37.5% | -25.5% | +3.6% |
| 3Y | +78.2% | +693.7% | -615.5% | +20.7% |
| 5Y | +73.2% | +901.7% | -828.5% | +8.2% |
| All | +267.2% | +613.6% | -346.4% | +120.2% |
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