+75.8%
SPYM vs SEI
+560.9%
-485.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.2% | +4.6% | -0.2% |
| 7D | -2.0% | +20.7% | -22.6% | -3.6% |
| 30D | -1.6% | +9.1% | -10.7% | -2.6% |
| 3M | +4.7% | -6.0% | +10.7% | +4.5% |
| 6M | +12.6% | +18.9% | -6.4% | +9.7% |
| YTD | +11.8% | +40.1% | -28.3% | +7.1% |
| 1Y | +17.5% | +120.6% | -103.1% | +7.9% |
| All | +75.8% | +560.9% | -485.1% | +45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling