+140.2%
SAP vs SEI
+507.3%
-367.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.4% | -4.3% | -1.1% |
| 7D | -2.9% | +10.2% | -13.1% | -3.6% |
| 30D | +9.0% | -1.0% | +10.0% | +8.9% |
| 3M | +14.9% | -27.9% | +42.9% | +16.7% |
| 6M | +11.9% | +10.4% | +1.5% | +8.7% |
| YTD | -9.9% | +20.1% | -30.0% | -13.8% |
| 1Y | -19.5% | +109.7% | -129.3% | -27.9% |
| 3Y | +61.8% | +458.6% | -396.8% | +21.1% |
| 5Y | +56.2% | +775.3% | -719.1% | +5.5% |
| All | +140.2% | +507.3% | -367.1% | +56.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling