+63.9%
W vs SEI
+507.3%
-443.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.4% | -0.9% | +1.7% |
| 7D | -4.2% | +10.2% | -14.4% | -6.3% |
| 30D | -7.6% | -1.0% | -6.5% | -7.7% |
| 3M | +37.2% | -27.9% | +65.1% | +45.4% |
| 6M | +26.3% | +10.4% | +15.9% | +19.4% |
| YTD | -1.0% | +20.1% | -21.1% | -8.8% |
| 1Y | +20.1% | +109.7% | -89.6% | -6.0% |
| 3Y | +37.8% | +458.6% | -420.8% | -25.0% |
| 5Y | -63.7% | +775.3% | -838.9% | -83.2% |
| All | +63.9% | +507.3% | -443.4% | -25.4% |
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