+593.8%
SEI vs BAH
-31.4%
+625.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.1% | +5.7% | +5.8% |
| 7D | +28.2% | -1.3% | +29.6% | +28.1% |
| 30D | +15.5% | -6.6% | +22.1% | +15.0% |
| 3M | -1.4% | -7.2% | +5.8% | -0.2% |
| 6M | +37.4% | -10.0% | +47.4% | +39.1% |
| YTD | +47.8% | -12.5% | +60.3% | +49.7% |
| 1Y | +174.3% | -27.9% | +202.2% | +181.0% |
| All | +593.8% | -31.4% | +625.2% | +528.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling