+124.8%
SEI vs BG
+53.0%
+71.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.7% | +6.8% | +5.4% |
| 7D | +22.6% | +3.1% | +19.5% | +22.0% |
| 30D | +9.1% | +10.2% | -1.1% | +7.5% |
| 3M | -11.3% | -1.7% | -9.7% | -10.7% |
| 6M | +22.0% | +1.0% | +21.0% | +22.0% |
| YTD | +47.3% | +39.9% | +7.4% | +41.6% |
| 1Y | +124.8% | +53.2% | +71.5% | +118.1% |
| All | +124.8% | +53.0% | +71.8% | +118.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling