+62.4%
W vs SEI
+644.4%
-582.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.1% | -3.9% | 0.0% |
| 7D | -0.9% | +22.6% | -23.4% | -5.8% |
| 30D | -4.2% | +9.1% | -13.3% | -6.8% |
| 3M | +26.9% | -11.3% | +38.2% | +27.8% |
| 6M | +31.2% | +22.0% | +9.2% | +21.0% |
| YTD | -1.8% | +47.3% | -49.1% | -14.1% |
| 1Y | +9.3% | +124.8% | -115.4% | -15.7% |
| 3Y | +33.2% | +591.3% | -558.1% | -31.3% |
| 5Y | -62.4% | +1,008.2% | -1,070.6% | -83.6% |
| All | +62.4% | +644.4% | -582.0% | -29.7% |
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 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