+5.0%
SYK vs SEI
+946.5%
-941.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.2% | +3.2% | -1.9% |
| 7D | -12.3% | +20.7% | -33.0% | -12.6% |
| 30D | -22.4% | +9.1% | -31.6% | -22.6% |
| 3M | -12.3% | -6.0% | -6.3% | -12.4% |
| 6M | -24.3% | +18.9% | -43.2% | -25.2% |
| YTD | -22.8% | +40.1% | -62.9% | -24.3% |
| 1Y | -28.8% | +120.6% | -149.4% | -31.9% |
| 3Y | -4.0% | +562.1% | -566.1% | -16.6% |
| All | +5.0% | +946.5% | -941.5% | -14.7% |
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