+542.0%
SEI vs BB
-17.6%
+559.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.4% | +3.4% |
| 7D | +10.2% | -5.6% | +15.9% | +11.5% |
| 30D | -1.0% | -11.8% | +10.8% | +1.4% |
| 3M | -27.9% | -25.5% | -2.4% | -23.7% |
| 6M | +10.4% | +121.3% | -110.9% | -6.7% |
| YTD | +20.1% | +103.2% | -83.0% | +3.1% |
| 1Y | +109.7% | +102.6% | +7.1% | +79.9% |
| 3Y | +458.6% | +37.5% | +421.1% | +390.7% |
| 5Y | +775.3% | -30.4% | +805.7% | +736.0% |
| All | +542.0% | -17.6% | +559.6% | +342.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling