+100.0%
SRE vs SEI
+644.4%
-544.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.1% | -5.9% | -1.3% |
| 7D | -0.8% | +22.6% | -23.4% | -2.9% |
| 30D | -3.0% | +9.1% | -12.1% | -4.1% |
| 3M | -8.3% | -11.3% | +3.0% | -8.1% |
| 6M | -8.9% | +22.0% | -30.9% | -12.3% |
| YTD | -4.3% | +47.3% | -51.5% | -10.2% |
| 1Y | +2.7% | +124.8% | -122.0% | -9.0% |
| 3Y | +28.7% | +591.3% | -562.6% | -6.9% |
| 5Y | +47.1% | +1,008.2% | -961.1% | -3.9% |
| All | +100.0% | +644.4% | -544.4% | +22.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling