+105.1%
SRE vs SEI
+606.2%
-501.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +16.3% | -14.6% | +0.1% |
| 7D | +1.4% | +28.8% | -27.4% | -1.2% |
| 30D | +1.9% | +10.4% | -8.5% | +0.6% |
| 3M | -3.3% | -11.4% | +8.1% | -3.1% |
| 6M | -6.4% | +31.2% | -37.6% | -10.6% |
| YTD | -1.8% | +39.7% | -41.5% | -7.4% |
| 1Y | +10.7% | +149.0% | -138.2% | -3.2% |
| 3Y | +31.8% | +560.2% | -528.4% | -4.2% |
| 5Y | +49.2% | +955.7% | -906.5% | -2.1% |
| All | +105.1% | +606.2% | -501.1% | +25.9% |
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