+433.9%
BTSG vs SEI
+811.8%
-377.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.1% | -3.6% | +0.8% |
| 7D | -3.3% | +22.6% | -25.9% | -5.8% |
| 30D | -1.6% | +9.1% | -10.7% | -2.9% |
| 3M | -6.9% | -11.3% | +4.4% | -6.6% |
| 6M | +42.1% | +22.0% | +20.1% | +36.6% |
| YTD | +56.8% | +47.3% | +9.5% | +47.0% |
| 1Y | +109.8% | +124.8% | -14.9% | +86.2% |
| All | +433.9% | +811.8% | -377.9% | +307.5% |
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