-46.7%
BAX vs SEI
+507.3%
-554.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.4% | -2.4% | +0.8% |
| 7D | -1.1% | +10.2% | -11.4% | -1.8% |
| 30D | -5.5% | -1.0% | -4.4% | -5.5% |
| 3M | +33.5% | -27.9% | +61.5% | +35.3% |
| 6M | +35.9% | +10.4% | +25.5% | +33.1% |
| YTD | +35.4% | +20.1% | +15.2% | +31.4% |
| 1Y | +9.8% | +109.7% | -100.0% | +1.2% |
| 3Y | -32.7% | +458.6% | -491.4% | -45.9% |
| 5Y | -65.6% | +775.3% | -840.8% | -74.3% |
| All | -46.7% | +507.3% | -554.0% | -61.0% |
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