+161.4%
SAP vs SEI
+613.6%
-452.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | 0.0% |
| 7D | -3.9% | +27.6% | -31.5% | -5.4% |
| 30D | +6.5% | -17.1% | +23.6% | +7.2% |
| 3M | +14.7% | +4.6% | +10.1% | +13.1% |
| 6M | +39.9% | -15.1% | +55.0% | +39.0% |
| YTD | -2.0% | +41.2% | -43.1% | -8.1% |
| 1Y | -6.0% | +37.5% | -43.5% | -11.9% |
| 3Y | +67.7% | +693.7% | -626.0% | +20.3% |
| 5Y | +78.8% | +901.7% | -823.0% | +19.2% |
| All | +161.4% | +613.6% | -452.2% | +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 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