+1,587.6%
TSLA vs SEI
+644.4%
+943.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.1% | -4.6% | -0.5% |
| 7D | +3.2% | +22.6% | -19.4% | -1.0% |
| 30D | +11.6% | +9.1% | +2.5% | +9.1% |
| 3M | -8.4% | -11.3% | +2.9% | -7.5% |
| 6M | -10.4% | +22.0% | -32.4% | -15.5% |
| YTD | -18.7% | +47.3% | -66.0% | -26.7% |
| 1Y | -0.9% | +124.8% | -125.7% | -18.6% |
| 3Y | +33.6% | +591.3% | -557.7% | -16.9% |
| 5Y | +48.9% | +1,008.2% | -959.3% | -18.5% |
| All | +1,587.6% | +644.4% | +943.2% | +826.9% |
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 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