+1,702.1%
TSLA vs SEI
+605.9%
+1,096.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.6% |
| 7D | +8.9% | +10.5% | -1.5% | +6.8% |
| 30D | +6.3% | -8.0% | +14.3% | +7.2% |
| 3M | +14.8% | +6.7% | +8.0% | +11.4% |
| 6M | -12.4% | -17.0% | +4.7% | -11.6% |
| YTD | -13.2% | +39.7% | -52.9% | -21.9% |
| 1Y | -2.9% | +43.2% | -46.1% | -13.5% |
| 3Y | +74.4% | +676.3% | -601.9% | +5.4% |
| 5Y | +13.3% | +891.0% | -877.7% | -37.3% |
| All | +1,702.1% | +605.9% | +1,096.1% | +888.3% |
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