+21.3%
BAC vs SEI
+785.5%
-764.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +0.4% |
| 7D | +2.1% | -10.8% | +12.9% | +2.9% |
| 30D | -6.7% | -19.0% | +12.3% | -5.2% |
| 3M | -20.2% | +5.8% | -26.0% | -22.0% |
| 6M | -0.2% | -14.9% | +14.7% | -0.9% |
| YTD | -6.4% | +35.4% | -41.8% | -13.8% |
| 1Y | -3.1% | +23.9% | -27.0% | -10.1% |
| 3Y | +96.7% | +661.3% | -564.6% | +23.9% |
| 5Y | +21.3% | +822.2% | -800.9% | -32.8% |
| All | +21.3% | +785.5% | -764.2% | -32.8% |
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