+165.1%
SAP vs SEI
+592.7%
-427.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.4% | -6.7% | +1.2% |
| 7D | +1.6% | -4.3% | +5.9% | +1.6% |
| 30D | +10.5% | -18.0% | +28.6% | +11.3% |
| 3M | +15.2% | +8.2% | +6.9% | +13.3% |
| 6M | +36.7% | -13.9% | +50.6% | +35.5% |
| YTD | -0.6% | +37.0% | -37.6% | -6.6% |
| 1Y | -4.1% | +24.5% | -28.6% | -9.4% |
| 3Y | +73.2% | +681.1% | -607.8% | +24.3% |
| 5Y | +74.1% | +787.5% | -713.4% | +17.8% |
| All | +165.1% | +592.7% | -427.5% | +69.5% |
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