+162.2%
BAC vs SEI
+584.5%
-422.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +0.5% |
| 7D | +2.1% | -10.8% | +12.9% | +3.4% |
| 30D | -6.7% | -19.0% | +12.3% | -4.5% |
| 3M | -20.2% | +5.8% | -26.0% | -23.1% |
| 6M | -0.2% | -14.9% | +14.7% | -1.6% |
| YTD | -6.4% | +35.4% | -41.8% | -17.8% |
| 1Y | -3.1% | +23.9% | -27.0% | -14.0% |
| 3Y | +96.7% | +661.3% | -564.6% | -2.3% |
| 5Y | +21.3% | +822.2% | -800.9% | -47.9% |
| All | +162.2% | +584.5% | -422.3% | +4.5% |
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