+133.5%
SAP vs SEI
+647.2%
-513.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.8% | -6.9% | -1.5% |
| 7D | -0.3% | +28.2% | -28.5% | -2.1% |
| 30D | +0.3% | +15.5% | -15.2% | -1.0% |
| 3M | +16.9% | -1.4% | +18.3% | +15.9% |
| 6M | +6.3% | +37.4% | -31.1% | +1.6% |
| YTD | -12.4% | +47.8% | -60.2% | -17.5% |
| 1Y | -21.6% | +174.3% | -195.9% | -31.3% |
| 3Y | +54.8% | +598.5% | -543.7% | +13.9% |
| 5Y | +56.2% | +1,026.2% | -970.0% | +3.2% |
| All | +133.5% | +647.2% | -513.6% | +49.8% |
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 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