+120.6%
SEI vs BAH
-24.1%
+144.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +4.8% | -10.0% | -3.8% |
| 7D | +20.7% | +2.4% | +18.2% | +21.7% |
| 30D | +9.1% | -2.9% | +12.1% | +8.8% |
| 3M | -6.0% | -1.3% | -4.7% | -2.4% |
| 6M | +18.9% | -0.9% | +19.8% | +23.6% |
| YTD | +40.1% | -8.2% | +48.4% | +46.1% |
| 1Y | +120.6% | -24.0% | +144.6% | +126.8% |
| All | +120.6% | -24.1% | +144.7% | +126.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 1y: compounded portfolio wealth divided by compounded BAH 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…
1y analysis · Full analysis span regression · 6 months rolling