+1,026.2%
SEI vs BAH
-3.7%
+1,029.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.1% | +5.7% | +5.8% |
| 7D | +28.2% | -1.3% | +29.6% | +28.4% |
| 30D | +15.5% | -6.6% | +22.1% | +16.1% |
| 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% | +49.3% |
| 1Y | +174.3% | -27.9% | +202.2% | +188.2% |
| 3Y | +598.5% | -31.4% | +629.9% | +564.7% |
| 5Y | +1,026.2% | -3.2% | +1,029.4% | +821.3% |
| All | +1,026.2% | -3.7% | +1,029.9% | +821.3% |
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