+161.3%
BAC vs SEI
+613.6%
-452.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.2% |
| 7D | +1.5% | +27.6% | -26.1% | -3.2% |
| 30D | -6.4% | -17.1% | +10.7% | -4.5% |
| 3M | -21.7% | +4.6% | -26.2% | -24.3% |
| 6M | +0.5% | -15.1% | +15.6% | -0.7% |
| YTD | -6.7% | +41.2% | -47.9% | -18.7% |
| 1Y | -4.7% | +37.5% | -42.2% | -17.1% |
| 3Y | +96.1% | +693.7% | -597.6% | -3.4% |
| 5Y | +21.7% | +901.7% | -880.0% | -48.7% |
| All | +161.3% | +613.6% | -452.2% | +3.4% |
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