+82.6%
SPYM vs SEI
+950.2%
-867.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.2% | +4.6% | -0.1% |
| 7D | -2.0% | +20.7% | -22.6% | -3.7% |
| 30D | -1.6% | +9.1% | -10.7% | -2.7% |
| 3M | +4.7% | -6.0% | +10.7% | +4.4% |
| 6M | +12.6% | +18.9% | -6.4% | +9.4% |
| YTD | +11.8% | +40.1% | -28.3% | +6.5% |
| 1Y | +17.5% | +120.6% | -103.1% | +6.7% |
| 3Y | +77.0% | +562.1% | -485.2% | +37.4% |
| 5Y | +82.6% | +954.5% | -871.9% | +32.3% |
| All | +82.6% | +950.2% | -867.6% | +32.3% |
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