+256.4%
SYF vs SEI
+644.4%
-388.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.1% | -4.4% | -0.4% |
| 7D | -4.9% | +22.6% | -27.5% | -9.7% |
| 30D | -4.3% | +9.1% | -13.4% | -6.9% |
| 3M | +5.5% | -11.3% | +16.8% | +5.9% |
| 6M | +17.5% | +22.0% | -4.5% | +7.5% |
| YTD | -7.8% | +47.3% | -55.1% | -20.8% |
| 1Y | +1.6% | +124.8% | -123.1% | -23.4% |
| 3Y | +154.8% | +591.3% | -436.5% | +22.2% |
| 5Y | +79.5% | +1,008.2% | -928.7% | -32.9% |
| All | +256.4% | +644.4% | -388.0% | +32.5% |
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 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