-53.1%
W vs SEI
+864.7%
-917.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.7% | -3.0% | +0.8% |
| 7D | -7.4% | +12.4% | -19.8% | -9.7% |
| 30D | +7.8% | -18.3% | +26.1% | +10.4% |
| 3M | +10.9% | +10.4% | +0.4% | +4.9% |
| 6M | +86.4% | -12.9% | +99.3% | +82.8% |
| YTD | +14.0% | +41.8% | -27.9% | -1.7% |
| 1Y | +3.5% | +30.3% | -26.8% | -9.8% |
| 3Y | +164.8% | +697.3% | -532.6% | +27.0% |
| 5Y | -53.1% | +877.0% | -930.1% | -79.2% |
| All | -53.1% | +864.7% | -917.8% | -79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling