-22.7%
U vs SEI
+1,034.4%
-1,057.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.1% | +6.3% | +5.4% |
| 7D | +2.6% | +10.5% | -7.9% | +1.0% |
| 30D | +27.6% | -8.0% | +35.6% | +27.4% |
| 3M | +15.3% | +6.7% | +8.6% | +11.8% |
| 6M | +96.4% | -17.0% | +113.4% | +95.3% |
| YTD | +19.6% | +39.7% | -20.1% | +7.2% |
| 1Y | +42.1% | +43.2% | -1.1% | +26.6% |
| 3Y | +87.5% | +676.3% | -588.8% | +21.2% |
| 5Y | -73.1% | +891.0% | -964.2% | -81.9% |
| All | -22.7% | +1,034.4% | -1,057.1% | -30.0% |
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