-66.9%
BAX vs SEI
+924.7%
-991.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +16.3% | -20.0% | -4.4% |
| 7D | -2.4% | +28.8% | -31.3% | -3.4% |
| 30D | -9.7% | +10.4% | -20.1% | -10.2% |
| 3M | +29.3% | -11.4% | +40.7% | +29.0% |
| 6M | +40.7% | +31.2% | +9.5% | +37.5% |
| YTD | +30.3% | +39.7% | -9.4% | +26.7% |
| 1Y | +3.4% | +149.0% | -145.6% | -3.1% |
| 3Y | -32.0% | +560.2% | -592.2% | -42.5% |
| 5Y | -66.9% | +955.7% | -1,022.5% | -72.2% |
| All | -66.9% | +924.7% | -991.5% | -72.2% |
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