+91.7%
BKNG vs SEI
+946.5%
-854.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.2% | +5.7% | +0.9% |
| 7D | -10.7% | +20.7% | -31.3% | -12.0% |
| 30D | -18.1% | +9.1% | -27.2% | -18.9% |
| 3M | +8.5% | -6.0% | +14.5% | +8.1% |
| 6M | -0.1% | +18.9% | -19.0% | -3.3% |
| YTD | -18.2% | +40.1% | -58.4% | -22.6% |
| 1Y | -19.9% | +120.6% | -140.5% | -28.4% |
| 3Y | +41.6% | +562.1% | -520.5% | +5.1% |
| All | +91.7% | +946.5% | -854.8% | +23.8% |
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 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