+684.7%
SEI vs BAH
-26.6%
+711.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.4% |
| 7D | +27.6% | -2.6% | +30.2% | +27.2% |
| 30D | -17.1% | +20.4% | -37.5% | -15.0% |
| 3M | +4.6% | +11.9% | -7.3% | +7.0% |
| 6M | -15.1% | +17.1% | -32.2% | -11.7% |
| YTD | +41.2% | +5.5% | +35.6% | +47.1% |
| 1Y | +37.5% | +5.6% | +31.9% | +43.3% |
| All | +684.7% | -26.6% | +711.4% | +684.2% |
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