-26.6%
VRSK vs SEI
+594.6%
-621.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.1% | -4.9% | +0.5% |
| 7D | -5.2% | +22.6% | -27.7% | -4.0% |
| 30D | -2.3% | +9.1% | -11.4% | -1.6% |
| 3M | -2.9% | -11.3% | +8.4% | -2.2% |
| 6M | -12.8% | +22.0% | -34.8% | -11.8% |
| YTD | -20.8% | +47.3% | -68.1% | -19.7% |
| 1Y | -33.2% | +124.8% | -158.0% | -32.4% |
| 3Y | -26.6% | +591.3% | -617.9% | -27.9% |
| All | -26.6% | +594.6% | -621.1% | -27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling