+901.7%
SEI vs BAH
+7.8%
+894.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | +27.6% | -2.6% | +30.2% | +27.7% |
| 30D | -17.1% | +20.4% | -37.5% | -17.9% |
| 3M | +4.6% | +11.9% | -7.3% | +4.1% |
| 6M | -15.1% | +17.1% | -32.2% | -15.8% |
| YTD | +41.2% | +5.5% | +35.6% | +41.1% |
| 1Y | +37.5% | +5.6% | +31.9% | +37.3% |
| 3Y | +693.7% | -26.5% | +720.2% | +691.1% |
| 5Y | +901.7% | +6.5% | +895.3% | +692.7% |
| All | +901.7% | +7.8% | +894.0% | +692.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling