-46.7%
BAX vs SEI
+605.9%
-652.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.3% | +0.3% |
| 7D | +0.1% | +10.5% | -10.4% | -0.5% |
| 30D | +4.1% | -8.0% | +12.1% | +4.1% |
| 3M | -4.5% | +6.7% | -11.3% | -5.8% |
| 6M | +49.2% | -17.0% | +66.3% | +48.5% |
| YTD | +35.2% | +39.7% | -4.4% | +29.0% |
| 1Y | +38.3% | +43.2% | -4.9% | +31.2% |
| 3Y | -19.0% | +676.3% | -695.4% | -37.1% |
| 5Y | -64.2% | +891.0% | -955.2% | -73.6% |
| All | -46.7% | +605.9% | -652.7% | -61.7% |
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