-100.0%
VIVK vs SEI
+647.2%
-747.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +5.8% | -12.1% | -7.0% |
| 7D | -7.9% | +28.2% | -36.1% | -10.6% |
| 30D | -42.0% | +15.5% | -57.4% | -43.0% |
| 3M | -92.5% | -1.4% | -91.1% | -92.5% |
| 6M | -98.0% | +37.4% | -135.4% | -98.1% |
| YTD | -97.9% | +47.8% | -145.7% | -98.1% |
| 1Y | -100.0% | +174.3% | -274.3% | -100.0% |
| 3Y | -100.0% | +598.5% | -698.5% | -100.0% |
| 5Y | -100.0% | +1,026.2% | -1,126.2% | -100.0% |
| All | -100.0% | +647.2% | -747.2% | -100.0% |
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