+542.0%
SEI vs BAH
+141.9%
+400.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.5% | +4.9% | +3.7% |
| 7D | +10.2% | -3.2% | +13.5% | +10.9% |
| 30D | -1.0% | +2.0% | -3.0% | -1.6% |
| 3M | -27.9% | -7.6% | -20.3% | -27.1% |
| 6M | +10.4% | -5.7% | +16.1% | +10.0% |
| YTD | +20.1% | -11.7% | +31.9% | +20.7% |
| 1Y | +109.7% | -27.4% | +137.1% | +121.6% |
| 3Y | +458.6% | -32.5% | +491.2% | +463.4% |
| 5Y | +775.3% | -3.3% | +778.6% | +657.1% |
| All | +542.0% | +141.9% | +400.0% | +347.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling