+161.4%
SAP vs SEI
+616.9%
-455.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.7% | -4.6% | -0.1% |
| 7D | -2.5% | +12.4% | -14.9% | -3.3% |
| 30D | +7.5% | -18.3% | +25.7% | +8.2% |
| 3M | +11.6% | +10.4% | +1.2% | +9.7% |
| 6M | +37.6% | -12.9% | +50.5% | +36.4% |
| YTD | -2.0% | +41.8% | -43.8% | -8.1% |
| 1Y | -6.4% | +30.3% | -36.7% | -11.8% |
| 3Y | +67.7% | +697.3% | -629.6% | +20.3% |
| 5Y | +75.7% | +877.0% | -801.2% | +17.6% |
| All | +161.4% | +616.9% | -455.5% | +66.8% |
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