+56.8%
SAP vs SEI
+924.7%
-867.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +16.3% | -18.0% | -2.1% |
| 7D | -0.3% | +28.8% | -29.1% | -0.9% |
| 30D | +2.6% | +10.4% | -7.8% | +2.2% |
| 3M | +16.3% | -11.4% | +27.7% | +16.5% |
| 6M | +6.4% | +31.2% | -24.8% | +4.0% |
| YTD | -11.4% | +39.7% | -51.1% | -14.2% |
| 1Y | -20.4% | +149.0% | -169.4% | -26.2% |
| 3Y | +56.5% | +560.2% | -503.7% | +29.1% |
| 5Y | +56.8% | +955.7% | -898.9% | +22.5% |
| All | +56.8% | +924.7% | -867.9% | +22.5% |
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 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