+73.2%
SAP vs SEI
+668.7%
-595.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.4% | -6.7% | +1.8% |
| 7D | +1.6% | -4.3% | +5.9% | +1.7% |
| 30D | +10.5% | -18.0% | +28.6% | +10.6% |
| 3M | +15.2% | +8.2% | +6.9% | +15.2% |
| 6M | +36.7% | -13.9% | +50.6% | +37.1% |
| YTD | -0.6% | +37.0% | -37.6% | -2.8% |
| 1Y | -4.1% | +24.5% | -28.6% | -5.9% |
| 3Y | +73.2% | +681.1% | -607.8% | +48.7% |
| All | +73.2% | +668.7% | -595.4% | +48.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling