+272.6%
SPY vs SEI
+507.3%
-234.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.4% | -3.8% | -0.8% |
| 7D | +0.1% | +10.2% | -10.1% | -1.1% |
| 30D | +0.1% | -1.0% | +1.1% | 0.0% |
| 3M | +2.0% | -27.9% | +29.9% | +4.9% |
| 6M | +13.0% | +10.4% | +2.6% | +9.8% |
| YTD | +13.5% | +20.1% | -6.6% | +8.5% |
| 1Y | +20.0% | +109.7% | -89.8% | +5.7% |
| 3Y | +77.2% | +458.6% | -381.4% | +27.2% |
| 5Y | +81.9% | +775.3% | -693.4% | +16.4% |
| All | +272.6% | +507.3% | -234.7% | +130.6% |
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