+74.1%
SAP vs SEI
+787.5%
-713.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.4% | -6.7% | +1.6% |
| 7D | +1.6% | -4.3% | +5.9% | +1.7% |
| 30D | +10.5% | -18.0% | +28.6% | +10.8% |
| 3M | +15.2% | +8.2% | +6.9% | +14.6% |
| 6M | +36.7% | -13.9% | +50.6% | +36.6% |
| YTD | -0.6% | +37.0% | -37.6% | -3.9% |
| 1Y | -4.1% | +24.5% | -28.6% | -6.9% |
| 3Y | +73.2% | +681.1% | -607.8% | +40.3% |
| 5Y | +74.1% | +787.5% | -713.4% | +37.3% |
| All | +74.1% | +787.5% | -713.4% | +37.3% |
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