+137.3%
VRSK vs SEI
+644.4%
-507.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.1% | -4.9% | +0.1% |
| 7D | -5.2% | +22.6% | -27.7% | -5.7% |
| 30D | -2.3% | +9.1% | -11.4% | -2.6% |
| 3M | -2.9% | -11.3% | +8.4% | -2.7% |
| 6M | -12.8% | +22.0% | -34.8% | -14.2% |
| YTD | -20.8% | +47.3% | -68.1% | -23.1% |
| 1Y | -33.2% | +124.8% | -158.0% | -37.1% |
| 3Y | -26.6% | +591.3% | -617.9% | -39.6% |
| 5Y | -11.3% | +1,008.2% | -1,019.5% | -33.2% |
| All | +137.3% | +644.4% | -507.1% | +69.7% |
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