+271.4%
SPYM vs SEI
+647.2%
-375.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.8% | -6.3% | -1.1% |
| 7D | -0.4% | +28.2% | -28.6% | -3.4% |
| 30D | -1.4% | +15.5% | -16.9% | -3.4% |
| 3M | +3.7% | -1.4% | +5.1% | +2.7% |
| 6M | +13.0% | +37.4% | -24.4% | +6.8% |
| YTD | +12.5% | +47.8% | -35.4% | +4.7% |
| 1Y | +18.6% | +174.3% | -155.7% | +1.1% |
| 3Y | +78.0% | +598.5% | -520.4% | +24.0% |
| 5Y | +82.3% | +1,026.2% | -943.9% | +12.4% |
| All | +271.4% | +647.2% | -375.7% | +123.5% |
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 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