-50.1%
BAX vs SEI
+608.3%
-658.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.2% | +4.3% | -0.5% |
| 7D | -5.4% | +20.7% | -26.1% | -6.7% |
| 30D | -12.4% | +9.1% | -21.5% | -13.1% |
| 3M | +19.1% | -6.0% | +25.1% | +18.5% |
| 6M | +38.6% | +18.9% | +19.7% | +35.1% |
| YTD | +26.7% | +40.1% | -13.4% | +21.6% |
| 1Y | +1.0% | +120.6% | -119.6% | -7.0% |
| 3Y | -33.9% | +562.1% | -596.0% | -47.5% |
| 5Y | -67.0% | +954.5% | -1,021.5% | -75.7% |
| All | -50.1% | +608.3% | -658.4% | -63.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling