-17.0%
SEI vs BB
+42.2%
-59.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.1% |
| 7D | +10.5% | +1.8% | +8.6% | +9.7% |
| 30D | -8.0% | +8.1% | -16.2% | -10.7% |
| 3M | +6.7% | -1.0% | +7.7% | +6.8% |
| 6M | -17.0% | +45.9% | -62.9% | -26.1% |
| All | -17.0% | +42.2% | -59.2% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 6mo: compounded portfolio wealth divided by compounded BB 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…
6mo analysis · Full analysis span regression · 6 months rolling